+64.9%
ARM vs ZYBT
-83.2%
+148.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -3.8% |
| 7D | +4.8% | -2.5% | +7.2% | +4.8% |
| 30D | -5.5% | -1.2% | -4.2% | -5.5% |
| 3M | -17.3% | +76.7% | -94.0% | -17.4% |
| 6M | +110.9% | +103.6% | +7.3% | +106.2% |
| YTD | +132.5% | +38.3% | +94.3% | +129.2% |
| 1Y | +64.9% | -84.7% | +149.6% | +73.4% |
| All | +64.9% | -83.2% | +148.1% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling