-33.1%
ALK vs ZYBT
-83.2%
+50.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.5% |
| 7D | -0.7% | -6.9% | +6.3% | -0.6% |
| 30D | -19.2% | -31.8% | +12.5% | -19.2% |
| 3M | -1.5% | +94.0% | -95.5% | -2.6% |
| 6M | -13.1% | +99.0% | -112.1% | -14.5% |
| YTD | -16.4% | +40.0% | -56.4% | -17.6% |
| 1Y | -33.1% | -79.5% | +46.5% | -33.3% |
| All | -33.1% | -83.2% | +50.1% | -33.3% |
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