+289.2%
AZO vs ALLY
+190.4%
+98.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.9% | -3.3% | +0.3% | -2.3% |
| 30D | -5.3% | -4.1% | -1.2% | -4.6% |
| 3M | -7.3% | +1.4% | -8.7% | -7.8% |
| 6M | -22.7% | +14.4% | -37.0% | -25.0% |
| YTD | -15.0% | -4.9% | -10.1% | -14.7% |
| 1Y | -32.2% | +5.5% | -37.8% | -33.7% |
| 3Y | +10.0% | +66.0% | -56.0% | -5.7% |
| 5Y | +85.8% | -2.4% | +88.2% | +76.0% |
| All | +289.2% | +190.4% | +98.8% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling