+1.5%
AS vs ZYBT
-60.2%
+61.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.9% |
| 7D | -3.6% | +8.7% | -12.3% | -3.6% |
| 30D | +3.4% | +1.4% | +2.0% | +3.4% |
| 3M | -8.6% | -3.2% | -5.4% | -8.6% |
| 6M | -10.0% | +48.5% | -58.6% | -9.9% |
| YTD | -19.2% | +30.4% | -49.6% | -19.7% |
| 1Y | -3.8% | -30.6% | +26.8% | -3.1% |
| All | +1.5% | -60.2% | +61.7% | -3.6% |
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