+218.9%
ABCL vs ZYBT
-57.8%
+276.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.3% |
| 7D | -9.6% | -2.5% | -7.1% | -9.6% |
| 30D | +7.2% | -1.2% | +8.4% | +7.2% |
| 3M | +105.5% | +76.7% | +28.8% | +126.6% |
| 6M | +193.0% | +103.6% | +89.4% | +220.1% |
| YTD | +205.8% | +38.3% | +167.6% | +236.4% |
| 1Y | +144.4% | -84.7% | +229.1% | +174.8% |
| All | +218.9% | -57.8% | +276.7% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling