+41.8%
ALM vs ZYBT
-42.3%
+84.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.1% | +1.1% |
| 7D | -6.4% | -3.5% | -2.9% | -6.4% |
| 30D | -35.0% | +15.1% | -50.1% | -35.0% |
| 3M | -33.8% | +7.0% | -40.8% | -33.9% |
| 6M | -55.0% | +37.7% | -92.7% | -54.0% |
| YTD | -0.2% | +19.1% | -19.4% | +2.1% |
| 1Y | +41.8% | -38.3% | +80.1% | +50.0% |
| All | +41.8% | -42.3% | +84.1% | +50.0% |
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 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