-39.6%
AMC vs ZYBT
-58.4%
+18.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.9% |
| 7D | -6.8% | -3.7% | -3.1% | -6.7% |
| 30D | +1.7% | -12.8% | +14.4% | +1.9% |
| 3M | +26.8% | +76.2% | -49.4% | +2.8% |
| 6M | +117.7% | +109.3% | +8.4% | +75.8% |
| YTD | +57.7% | +36.5% | +21.2% | +27.9% |
| 1Y | -12.5% | -84.0% | +71.6% | -28.0% |
| All | -39.6% | -58.4% | +18.8% | -51.7% |
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 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