-15.4%
AMBA vs ZYBT
-57.3%
+41.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.8% |
| 7D | -11.0% | -6.9% | -4.0% | -10.9% |
| 30D | -23.2% | -31.8% | +8.6% | -23.0% |
| 3M | -12.7% | +94.0% | -106.7% | -18.1% |
| 6M | +11.2% | +99.0% | -87.8% | +2.7% |
| YTD | -11.2% | +40.0% | -51.2% | -16.9% |
| 1Y | -22.5% | -79.5% | +57.0% | -22.9% |
| All | -15.4% | -57.3% | +41.9% | -25.4% |
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 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