-21.9%
AS vs ZYBT
-83.2%
+61.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.6% |
| 7D | -4.9% | -6.9% | +2.0% | -4.9% |
| 30D | -19.6% | -31.8% | +12.2% | -19.6% |
| 3M | -14.4% | +94.0% | -108.4% | -14.1% |
| 6M | -20.1% | +99.0% | -119.1% | -20.8% |
| YTD | -20.9% | +40.0% | -60.9% | -21.3% |
| 1Y | -21.9% | -79.5% | +57.7% | -20.0% |
| All | -21.9% | -83.2% | +61.4% | -20.0% |
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