-32.3%
AVTR vs ZYBT
-57.8%
+25.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -2.0% | -2.5% | +0.4% | -2.0% |
| 30D | +8.1% | -1.2% | +9.3% | +8.1% |
| 3M | +54.2% | +76.7% | -22.5% | +58.9% |
| 6M | +82.6% | +103.6% | -21.0% | +86.9% |
| YTD | +29.8% | +38.3% | -8.4% | +33.6% |
| 1Y | +18.0% | -84.7% | +102.7% | +25.7% |
| All | -32.3% | -57.8% | +25.5% | -34.2% |
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 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