+871.0%
ALM vs ZYBT
-58.9%
+929.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -6.5% |
| 7D | -11.8% | -3.7% | -8.1% | -11.8% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | -9.3% | +72.2% | -81.5% | -10.0% |
| 6M | -30.5% | +103.1% | -133.6% | -31.3% |
| YTD | +75.8% | +34.8% | +41.0% | +74.3% |
| 1Y | +241.2% | -83.2% | +324.4% | +241.7% |
| All | +871.0% | -58.9% | +929.9% | +703.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling