-4.5%
ADP vs ZYBT
-58.4%
+53.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -5.7% | -3.7% | -2.0% | -5.7% |
| 30D | -3.1% | -12.8% | +9.7% | -3.1% |
| 3M | +15.6% | +76.2% | -60.6% | +15.6% |
| 6M | +20.8% | +109.3% | -88.5% | +20.6% |
| YTD | +4.7% | +36.5% | -31.8% | +4.7% |
| 1Y | -8.3% | -84.0% | +75.7% | -7.5% |
| All | -4.5% | -58.4% | +53.9% | -7.7% |
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 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