+97.1%
ALLY vs ZCMD
-100.0%
+197.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.1% |
| 7D | -1.9% | -4.1% | +2.2% | -1.9% |
| 30D | -4.5% | -22.7% | +18.3% | -4.2% |
| 3M | -2.8% | -62.5% | +59.7% | -4.1% |
| 6M | +10.3% | -99.5% | +109.8% | +17.5% |
| YTD | -5.7% | -99.7% | +94.0% | +2.3% |
| 1Y | +3.9% | -99.9% | +103.8% | +15.1% |
| 3Y | +64.7% | -100.0% | +164.7% | +95.8% |
| 5Y | -2.6% | -100.0% | +97.4% | +16.0% |
| All | +97.1% | -100.0% | +197.1% | +210.7% |
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