-42.0%
AMC vs ZYBT
-57.8%
+15.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.1% |
| 7D | -7.1% | -2.5% | -4.6% | -7.0% |
| 30D | -1.7% | -1.2% | -0.4% | -1.7% |
| 3M | +13.5% | +76.7% | -63.2% | -8.0% |
| 6M | +112.6% | +103.6% | +9.0% | +71.7% |
| YTD | +51.3% | +38.3% | +13.0% | +22.7% |
| 1Y | -14.5% | -84.7% | +70.2% | -29.6% |
| All | -42.0% | -57.8% | +15.8% | -53.7% |
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 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