+35.8%
AAPL vs ZYBT
-57.8%
+93.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.6% |
| 7D | -0.5% | -2.5% | +2.0% | -0.5% |
| 30D | +7.1% | -1.2% | +8.3% | +7.1% |
| 3M | +12.1% | +76.7% | -64.6% | +14.2% |
| 6M | +25.4% | +103.6% | -78.2% | +27.2% |
| YTD | +20.5% | +38.3% | -17.8% | +22.7% |
| 1Y | +44.5% | -84.7% | +129.2% | +51.5% |
| All | +35.8% | -57.8% | +93.6% | +23.9% |
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 · 6 months rolling