+167.3%
AMAT vs ZYBT
-58.4%
+225.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +6.9% | -3.7% | +10.6% | +6.9% |
| 30D | -10.1% | -12.8% | +2.7% | -10.1% |
| 3M | -6.0% | +76.2% | -82.2% | -5.3% |
| 6M | +38.6% | +109.3% | -70.7% | +38.4% |
| YTD | +83.1% | +36.5% | +46.6% | +83.9% |
| 1Y | +188.3% | -84.0% | +272.4% | +197.5% |
| All | +167.3% | -58.4% | +225.6% | +159.5% |
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