-10.0%
AS vs ZYBT
+57.9%
-67.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -8.0% |
| All | -10.0% | +57.9% | -67.9% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling