-3.5%
AS vs ZYBT
-58.1%
+54.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.8% |
| 7D | -2.6% | -4.2% | +1.6% | -2.6% |
| 30D | -22.1% | -16.4% | -5.7% | -22.1% |
| 3M | -15.3% | +82.9% | -98.2% | -15.6% |
| 6M | -15.6% | +110.7% | -126.2% | -16.9% |
| YTD | -23.2% | +37.4% | -60.6% | -23.7% |
| 1Y | -21.7% | -80.6% | +58.9% | -19.1% |
| All | -3.5% | -58.1% | +54.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling