+938.7%
ALM vs ZYBT
-57.8%
+996.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.6% |
| 7D | -7.1% | -2.5% | -4.7% | -7.1% |
| 30D | +24.7% | -1.2% | +25.9% | +24.7% |
| 3M | +8.3% | +76.7% | -68.4% | +7.4% |
| 6M | -22.2% | +103.6% | -125.8% | -23.1% |
| YTD | +88.1% | +38.3% | +49.8% | +86.5% |
| 1Y | +272.4% | -84.7% | +357.1% | +273.0% |
| All | +938.7% | -57.8% | +996.5% | +759.9% |
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 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