+231.2%
AG vs ZYBT
-58.9%
+290.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.9% |
| 7D | -6.7% | -3.7% | -3.0% | -6.7% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +15.7% | +72.2% | -56.5% | +15.5% |
| 6M | -23.8% | +103.1% | -126.9% | -24.3% |
| YTD | +17.6% | +34.8% | -17.1% | +17.3% |
| 1Y | +88.6% | -83.2% | +171.8% | +91.2% |
| All | +231.2% | -58.9% | +290.0% | +217.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling