-7.6%
APP vs ZYBT
-58.4%
+50.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -4.4% | -3.7% | -0.7% | -4.4% |
| 30D | -10.0% | -12.8% | +2.8% | -10.0% |
| 3M | -41.4% | +76.2% | -117.6% | -41.9% |
| 6M | -41.0% | +109.3% | -150.4% | -43.2% |
| YTD | -54.7% | +36.5% | -91.2% | -55.3% |
| 1Y | -45.3% | -84.0% | +38.7% | -40.4% |
| All | -7.6% | -58.4% | +50.8% | -28.1% |
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 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