-20.2%
AMRZ vs ZYBT
-82.1%
+61.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -4.7% | -3.7% | -1.0% | -4.7% |
| 30D | -11.3% | -12.8% | +1.5% | -11.3% |
| 3M | -22.1% | +76.2% | -98.3% | -20.6% |
| 6M | -29.6% | +109.3% | -138.9% | -29.2% |
| YTD | -23.3% | +36.5% | -59.8% | -22.1% |
| 1Y | -23.7% | -84.0% | +60.3% | -19.7% |
| All | -20.2% | -82.1% | +61.9% | -17.6% |
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