+131.7%
AG vs ZYBT
-83.2%
+214.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -2.0% |
| 7D | +1.0% | -6.9% | +7.9% | +1.0% |
| 30D | +19.2% | -31.8% | +51.0% | +19.2% |
| 3M | +6.2% | +94.0% | -87.8% | +6.4% |
| 6M | -26.7% | +99.0% | -125.7% | -26.5% |
| YTD | +26.1% | +40.0% | -13.9% | +26.6% |
| 1Y | +131.7% | -79.5% | +211.2% | +129.3% |
| All | +131.7% | -83.2% | +214.9% | +129.3% |
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 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