+80.7%
ALLY vs ZCMD
-100.0%
+180.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -2.1% |
| 30D | +2.0% | -28.5% | +30.5% | +2.5% |
| 3M | -13.3% | -56.5% | +43.2% | -12.4% |
| 6M | -9.9% | -99.7% | +89.8% | -3.4% |
| YTD | -13.5% | -99.9% | +86.3% | -5.5% |
| 1Y | -2.8% | -99.9% | +97.1% | +7.2% |
| 3Y | +63.4% | -100.0% | +163.4% | +94.2% |
| 5Y | -10.9% | -100.0% | +89.1% | +8.7% |
| All | +80.7% | -100.0% | +180.7% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling