+258.4%
ATI vs ZYBT
-57.8%
+316.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -3.7% |
| 7D | -2.7% | -2.5% | -0.3% | -2.7% |
| 30D | -13.5% | -1.2% | -12.3% | -13.5% |
| 3M | +8.5% | +76.7% | -68.1% | +8.3% |
| 6M | +25.2% | +103.6% | -78.4% | +23.6% |
| YTD | +73.4% | +38.3% | +35.1% | +72.6% |
| 1Y | +160.5% | -84.7% | +245.2% | +174.4% |
| All | +258.4% | -57.8% | +316.3% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling