+4.5%
AMT vs ZYBT
-58.4%
+62.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.2% |
| 7D | +1.5% | -3.7% | +5.1% | +1.4% |
| 30D | +3.7% | -12.8% | +16.5% | +3.7% |
| 3M | -7.2% | +76.2% | -83.4% | -5.7% |
| 6M | -4.2% | +109.3% | -113.5% | -2.2% |
| YTD | +1.9% | +36.5% | -34.6% | +3.7% |
| 1Y | -6.4% | -84.0% | +77.6% | -5.2% |
| All | +4.5% | -58.4% | +62.9% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling