-37.1%
AMC vs ZYBT
-58.1%
+21.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.3% |
| 7D | -0.8% | -4.2% | +3.5% | -0.7% |
| 30D | -1.2% | -16.4% | +15.2% | -0.8% |
| 3M | +42.2% | +82.9% | -40.6% | +15.2% |
| 6M | +118.8% | +110.7% | +8.1% | +76.7% |
| YTD | +64.1% | +37.4% | +26.7% | +33.1% |
| 1Y | -9.5% | -80.6% | +71.1% | -25.7% |
| All | -37.1% | -58.1% | +21.0% | -49.8% |
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