-29.5%
AZO vs ALLY
+9.5%
-39.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +0.7% | +3.7% | -3.0% | +0.7% |
| 30D | -2.7% | -2.3% | -0.4% | -2.7% |
| 3M | -3.2% | +3.8% | -7.0% | -3.5% |
| 6M | -19.7% | +9.7% | -29.4% | -19.9% |
| YTD | -12.0% | -1.4% | -10.6% | -13.2% |
| 1Y | -29.5% | +8.2% | -37.8% | -30.0% |
| All | -29.5% | +9.5% | -39.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling