-5.5%
APP vs ZYBT
-58.1%
+52.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.7% |
| 7D | +0.1% | -4.2% | +4.3% | +0.1% |
| 30D | -10.0% | -16.4% | +6.4% | -10.0% |
| 3M | -44.6% | +82.9% | -127.5% | -45.3% |
| 6M | -37.9% | +110.7% | -148.5% | -40.2% |
| YTD | -53.7% | +37.4% | -91.1% | -54.3% |
| 1Y | -43.0% | -80.6% | +37.6% | -38.6% |
| All | -5.5% | -58.1% | +52.6% | -26.5% |
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