+35.8%
ARM vs ZYBT
-30.1%
+65.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | -19.9% | -2.0% | -18.0% | -19.9% |
| 3M | -31.6% | -2.0% | -29.7% | -31.6% |
| 6M | -13.9% | +56.4% | -70.3% | -13.3% |
| YTD | +74.3% | +30.4% | +43.9% | +68.3% |
| 1Y | +35.8% | -30.2% | +66.0% | +33.4% |
| All | +35.8% | -30.1% | +65.9% | +33.4% |
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