-3.7%
BAM vs ZYBT
-58.1%
+54.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.6% | -3.4% |
| 7D | -1.6% | -4.2% | +2.7% | -1.6% |
| 30D | -6.0% | -16.4% | +10.4% | -6.0% |
| 3M | +7.3% | +82.9% | -75.5% | +8.6% |
| 6M | +8.2% | +110.7% | -102.4% | +8.0% |
| YTD | -3.8% | +37.4% | -41.2% | -2.9% |
| 1Y | -10.7% | -80.6% | +69.9% | -5.5% |
| All | -3.7% | -58.1% | +54.4% | -10.2% |
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