+111.2%
AMAT vs ZYBT
-60.2%
+171.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | 0.0% | +11.4% | +11.4% |
| 30D | -17.0% | -2.0% | -15.1% | -17.0% |
| 3M | -30.6% | -2.0% | -28.7% | -30.6% |
| 6M | -14.9% | +56.4% | -71.4% | -14.2% |
| YTD | +44.7% | +30.4% | +14.2% | +45.3% |
| 1Y | +66.9% | -30.2% | +97.1% | +69.2% |
| All | +111.2% | -60.2% | +171.4% | +105.1% |
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