-69.2%
AAOX vs ZYBT
+55.0%
-124.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.4% |
| 30D | -49.0% | 0.0% | -49.0% | -49.0% |
| 3M | -77.3% | +72.2% | -149.5% | -77.0% |
| All | -69.2% | +55.0% | -124.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · Available span rolling