-9.0%
AUR vs ZYBT
-42.3%
+33.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.7% | -4.4% |
| 7D | -19.8% | -3.5% | -16.3% | -19.8% |
| 30D | -29.0% | +15.1% | -44.2% | -29.0% |
| 3M | -43.6% | +7.0% | -50.6% | -43.6% |
| 6M | -36.6% | +37.7% | -74.3% | -35.5% |
| YTD | +6.3% | +19.1% | -12.9% | +7.6% |
| 1Y | -9.0% | -38.3% | +29.3% | -4.2% |
| All | -9.0% | -42.3% | +33.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling