-20.3%
AMRZ vs ZYBT
-82.9%
+62.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -4.0% | +8.7% | -12.7% | -4.0% |
| 30D | +12.4% | +1.4% | +11.0% | +12.4% |
| 3M | -11.5% | -3.2% | -8.3% | -11.5% |
| 6M | -21.6% | +48.5% | -70.1% | -19.8% |
| YTD | -23.4% | +30.4% | -53.8% | -22.1% |
| 1Y | -17.2% | -30.6% | +13.4% | -14.3% |
| All | -20.3% | -82.9% | +62.6% | -17.7% |
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 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