-20.2%
AMRZ vs ZYBT
-82.9%
+62.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +13.0% | -2.0% | +14.9% | +13.0% |
| 3M | -12.1% | -2.0% | -10.1% | -12.1% |
| 6M | -19.1% | +56.4% | -75.6% | -17.4% |
| YTD | -23.3% | +30.4% | -53.7% | -22.0% |
| 1Y | -16.6% | -30.2% | +13.7% | -13.7% |
| All | -20.2% | -82.9% | +62.8% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling