-12.3%
AMRZ vs ZYBT
-42.3%
+30.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +5.2% |
| 7D | +10.3% | -3.5% | +13.8% | +10.3% |
| 30D | +18.7% | +15.1% | +3.6% | +18.7% |
| 3M | -14.6% | +7.0% | -21.7% | -14.6% |
| 6M | -12.9% | +37.7% | -50.6% | -10.3% |
| YTD | -17.4% | +19.1% | -36.5% | -13.8% |
| 1Y | -12.3% | -38.3% | +26.0% | -0.5% |
| All | -12.3% | -42.3% | +30.0% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling