-35.5%
ALK vs ZYBT
-79.2%
+43.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | -2.1% | -3.7% | +1.6% | -2.1% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | -11.8% | +72.2% | -84.0% | -12.4% |
| 6M | -0.4% | +103.1% | -103.5% | -2.4% |
| YTD | -18.2% | +34.8% | -53.0% | -19.3% |
| 1Y | -35.5% | -83.2% | +47.6% | -34.9% |
| All | -35.5% | -79.2% | +43.7% | -34.9% |
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