+36.7%
AME vs ZYBT
-58.9%
+95.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.3% |
| 7D | +1.7% | -3.7% | +5.5% | +1.7% |
| 30D | -6.4% | 0.0% | -6.4% | -6.4% |
| 3M | +7.1% | +72.2% | -65.1% | +7.7% |
| 6M | +8.2% | +103.1% | -95.0% | +8.2% |
| YTD | +18.2% | +34.8% | -16.6% | +18.8% |
| 1Y | +26.7% | -83.2% | +109.9% | +30.7% |
| All | +36.7% | -58.9% | +95.6% | +31.9% |
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