-7.4%
AMBA vs ZYBT
-58.4%
+50.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.6% | +9.0% | +8.4% |
| 7D | +2.5% | -3.7% | +6.2% | +2.5% |
| 30D | -16.1% | -12.8% | -3.4% | -16.1% |
| 3M | +4.6% | +76.2% | -71.6% | -1.5% |
| 6M | +29.2% | +109.3% | -80.2% | +18.9% |
| YTD | -2.9% | +36.5% | -39.4% | -9.1% |
| 1Y | -18.7% | -84.0% | +65.3% | -18.3% |
| All | -7.4% | -58.4% | +50.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling