-8.7%
AMBA vs ZYBT
-57.8%
+49.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.4% |
| 7D | +7.1% | -2.5% | +9.5% | +7.1% |
| 30D | -18.1% | -1.2% | -16.9% | -18.1% |
| 3M | +8.4% | +76.7% | -68.3% | +2.0% |
| 6M | +25.7% | +103.6% | -77.9% | +15.9% |
| YTD | -4.2% | +38.3% | -42.5% | -10.3% |
| 1Y | -18.7% | -84.7% | +66.0% | -18.1% |
| All | -8.7% | -57.8% | +49.1% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling