+9.5%
AGI vs ZYBT
-79.2%
+88.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -2.7% | -3.7% | +1.0% | -2.7% |
| 30D | +7.2% | 0.0% | +7.2% | +7.2% |
| 3M | +4.3% | +72.2% | -68.0% | +4.9% |
| 6M | -27.1% | +103.1% | -130.2% | -27.0% |
| YTD | -6.6% | +34.8% | -41.4% | -5.9% |
| 1Y | +9.5% | -83.2% | +92.7% | +12.0% |
| All | +9.5% | -79.2% | +88.7% | +12.0% |
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