-11.3%
ADVB vs ZYBT
-83.2%
+71.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | -5.9% | -2.5% | -3.4% | -5.7% |
| 30D | +13.9% | -1.2% | +15.1% | +13.6% |
| 3M | +127.3% | +76.7% | +50.7% | +37.5% |
| 6M | +77.0% | +103.6% | -26.6% | +4.5% |
| YTD | +51.5% | +38.3% | +13.3% | -8.7% |
| 1Y | -11.3% | -84.7% | +73.4% | -42.9% |
| All | -11.3% | -83.2% | +71.9% | -42.9% |
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 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