-21.3%
AMRZ vs ZYBT
-81.9%
+60.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -8.1% | -2.5% | -5.7% | -8.1% |
| 30D | -14.8% | -1.2% | -13.6% | -14.8% |
| 3M | -19.7% | +76.7% | -96.4% | -18.2% |
| 6M | -30.8% | +103.6% | -134.4% | -30.4% |
| YTD | -24.3% | +38.3% | -62.6% | -23.1% |
| 1Y | -24.0% | -84.7% | +60.7% | -20.0% |
| All | -21.3% | -81.9% | +60.7% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling