-1.7%
ASML vs ZYBT
+67.0%
-68.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | +2.5% | +10.9% | -8.4% | +2.6% |
| 30D | -12.2% | -10.1% | -2.2% | -12.2% |
| 3M | -14.6% | -5.6% | -9.0% | -14.6% |
| 6M | -1.7% | +52.5% | -54.2% | -0.7% |
| All | -1.7% | +67.0% | -68.8% | -0.7% |
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