+7.2%
APD vs ZYBT
-58.4%
+65.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -4.6% | -3.7% | -0.9% | -4.6% |
| 30D | -4.2% | -12.8% | +8.6% | -4.2% |
| 3M | +5.0% | +76.2% | -71.2% | +4.4% |
| 6M | +8.9% | +109.3% | -100.4% | +7.4% |
| YTD | +21.9% | +36.5% | -14.6% | +21.2% |
| 1Y | +5.6% | -84.0% | +89.6% | +9.0% |
| All | +7.2% | -58.4% | +65.5% | +4.1% |
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