+43.6%
ALB vs ZYBT
-58.4%
+101.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -8.6% | -3.7% | -4.9% | -8.6% |
| 30D | -4.0% | -12.8% | +8.7% | -4.1% |
| 3M | -17.4% | +76.2% | -93.6% | -15.7% |
| 6M | -25.4% | +109.3% | -134.7% | -24.2% |
| YTD | -10.5% | +36.5% | -47.1% | -9.1% |
| 1Y | +75.8% | -84.0% | +159.8% | +79.8% |
| All | +43.6% | -58.4% | +101.9% | +24.5% |
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