-87.2%
ADVB vs ZYBT
-62.1%
-25.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -3.8% | -6.9% | +3.2% | -3.3% |
| 30D | +17.6% | -31.8% | +49.3% | +20.4% |
| 3M | +119.1% | +94.0% | +25.2% | +31.1% |
| 6M | +103.4% | +99.0% | +4.4% | +19.4% |
| YTD | +59.8% | +40.0% | +19.8% | -4.1% |
| 1Y | +8.5% | -79.5% | +88.1% | -28.4% |
| All | -87.2% | -62.1% | -25.1% | -93.6% |
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