+0.3%
AGI vs ZYBT
-42.3%
+42.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.5% | +10.8% |
| 7D | -5.3% | -3.5% | -1.8% | -5.3% |
| 30D | -7.1% | +15.1% | -22.3% | -7.2% |
| 3M | +4.4% | +7.0% | -2.6% | +4.4% |
| 6M | -23.0% | +37.7% | -60.7% | -22.1% |
| YTD | -22.0% | +19.1% | -41.1% | -19.5% |
| 1Y | +0.3% | -38.3% | +38.6% | +3.2% |
| All | +0.3% | -42.3% | +42.6% | +3.2% |
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