+34.4%
ALB vs ZYBT
-58.9%
+93.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.4% |
| 7D | -6.6% | -3.7% | -2.9% | -6.6% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | -25.7% | +72.2% | -97.9% | -24.2% |
| 6M | -29.5% | +103.1% | -132.6% | -28.4% |
| YTD | -16.2% | +34.8% | -51.0% | -14.9% |
| 1Y | +59.2% | -83.2% | +142.4% | +62.7% |
| All | +34.4% | -58.9% | +93.3% | +16.6% |
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