+103.7%
APA vs ZYBT
-58.9%
+162.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.4% |
| 7D | +4.6% | -3.7% | +8.3% | +4.6% |
| 30D | +11.9% | 0.0% | +11.9% | +11.9% |
| 3M | +22.5% | +72.2% | -49.8% | +23.3% |
| 6M | +37.5% | +103.1% | -65.6% | +36.2% |
| YTD | +87.2% | +34.8% | +52.4% | +87.8% |
| 1Y | +101.4% | -83.2% | +184.6% | +118.3% |
| All | +103.7% | -58.9% | +162.6% | +84.2% |
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