-47.0%
ACM vs ZYBT
-42.3%
-4.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.9% |
| 7D | +9.5% | -3.5% | +13.0% | +9.5% |
| 30D | +14.7% | +15.1% | -0.4% | +14.7% |
| 3M | -9.5% | +7.0% | -16.5% | -9.5% |
| 6M | -18.0% | +37.7% | -55.7% | -17.6% |
| YTD | -27.3% | +19.1% | -46.4% | -27.7% |
| 1Y | -47.0% | -38.3% | -8.7% | -47.1% |
| All | -47.0% | -42.3% | -4.7% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling