+159.2%
AMAT vs ZYBT
-57.3%
+216.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.3% |
| 7D | -1.5% | -6.9% | +5.4% | -1.5% |
| 30D | -14.8% | -31.8% | +17.0% | -14.8% |
| 3M | -9.3% | +94.0% | -103.2% | -8.7% |
| 6M | +27.4% | +99.0% | -71.6% | +27.4% |
| YTD | +77.6% | +40.0% | +37.6% | +78.3% |
| 1Y | +188.9% | -79.5% | +268.5% | +196.6% |
| All | +159.2% | -57.3% | +216.5% | +151.7% |
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