-21.1%
ALC vs ZYBT
-58.9%
+37.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -6.3% | -3.7% | -2.6% | -6.3% |
| 30D | -10.3% | 0.0% | -10.3% | -10.3% |
| 3M | -0.7% | +72.2% | -72.9% | -0.5% |
| 6M | -17.8% | +103.1% | -121.0% | -17.8% |
| YTD | -15.8% | +34.8% | -50.6% | -15.6% |
| 1Y | -16.7% | -83.2% | +66.4% | -15.7% |
| All | -21.1% | -58.9% | +37.8% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling