+1,049.0%
ALM vs ZYBT
-58.4%
+1,107.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | +3.6% | -3.7% | +7.3% | +3.6% |
| 30D | +33.8% | -12.8% | +46.6% | +33.8% |
| 3M | +14.8% | +76.2% | -61.4% | +13.8% |
| 6M | -7.0% | +109.3% | -116.3% | -8.1% |
| YTD | +108.1% | +36.5% | +71.5% | +106.3% |
| 1Y | +313.8% | -84.0% | +397.8% | +314.5% |
| All | +1,049.0% | -58.4% | +1,107.4% | +851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling