+33.4%
AG vs ZYBT
-42.3%
+75.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.2% | +6.9% | +9.1% |
| 7D | -2.6% | -3.5% | +0.9% | -2.6% |
| 30D | -12.1% | +15.1% | -27.2% | -12.1% |
| 3M | -6.6% | +7.0% | -13.6% | -6.6% |
| 6M | -20.5% | +37.7% | -58.1% | -19.3% |
| YTD | -7.4% | +19.1% | -26.6% | -4.4% |
| 1Y | +33.4% | -38.3% | +71.7% | +39.8% |
| All | +33.4% | -42.3% | +75.7% | +39.8% |
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