+16.3%
AFL vs ZYBT
-58.9%
+75.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -1.6% | -3.7% | +2.1% | -1.6% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | -0.5% | +72.2% | -72.7% | 0.0% |
| 6M | +6.5% | +103.1% | -96.6% | +7.2% |
| YTD | +6.2% | +34.8% | -28.6% | +7.0% |
| 1Y | +8.3% | -83.2% | +91.5% | +9.8% |
| All | +16.3% | -58.9% | +75.2% | +11.3% |
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