+74.6%
ARM vs ZYBT
-57.3%
+131.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.9% |
| 7D | +5.5% | -6.9% | +12.4% | +5.5% |
| 30D | -8.2% | -31.8% | +23.6% | -8.1% |
| 3M | -35.9% | +94.0% | -129.9% | -36.9% |
| 6M | +103.1% | +99.0% | +4.1% | +97.1% |
| YTD | +130.6% | +40.0% | +90.6% | +126.5% |
| 1Y | +86.1% | -79.5% | +165.6% | +94.7% |
| All | +74.6% | -57.3% | +131.9% | +59.8% |
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