+3.0%
ALLY vs ZCMD
-100.0%
+103.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.3% |
| 7D | +3.7% | -8.0% | +11.7% | +3.7% |
| 30D | -2.3% | -27.9% | +25.6% | -2.1% |
| 3M | +3.8% | -74.6% | +78.4% | +3.5% |
| 6M | +9.7% | -99.5% | +109.2% | +12.0% |
| YTD | -1.4% | -99.7% | +98.3% | +1.3% |
| 1Y | +8.2% | -99.9% | +108.1% | +11.6% |
| 3Y | +66.5% | -100.0% | +166.5% | +73.0% |
| All | +3.0% | -100.0% | +103.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling