-6.6%
AS vs ZYBT
-58.4%
+51.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | -2.8% | -3.7% | +0.9% | -2.8% |
| 30D | -23.2% | -12.8% | -10.4% | -23.2% |
| 3M | -20.1% | +76.2% | -96.3% | -20.3% |
| 6M | -18.5% | +109.3% | -127.8% | -19.8% |
| YTD | -25.6% | +36.5% | -62.2% | -26.1% |
| 1Y | -24.4% | -84.0% | +59.7% | -21.5% |
| All | -6.6% | -58.4% | +51.7% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling