+241.1%
AG vs ZYBT
-57.8%
+299.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -4.9% |
| 7D | -5.8% | -2.5% | -3.3% | -5.8% |
| 30D | +6.4% | -1.2% | +7.6% | +6.4% |
| 3M | +28.4% | +76.7% | -48.3% | +28.2% |
| 6M | -24.5% | +103.6% | -128.0% | -24.9% |
| YTD | +21.2% | +38.3% | -17.1% | +20.8% |
| 1Y | +114.1% | -84.7% | +198.8% | +117.2% |
| All | +241.1% | -57.8% | +299.0% | +226.9% |
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