+495.4%
AZO vs ALLY
+124.8%
+370.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +0.7% | +3.7% | -3.0% | 0.0% |
| 30D | -2.7% | -2.3% | -0.4% | -2.3% |
| 3M | -3.2% | +3.8% | -7.0% | -4.1% |
| 6M | -19.7% | +9.7% | -29.4% | -21.5% |
| YTD | -12.0% | -1.4% | -10.6% | -12.3% |
| 1Y | -29.5% | +8.2% | -37.8% | -31.3% |
| 3Y | +17.3% | +66.5% | -49.1% | +1.2% |
| 5Y | +94.1% | +1.2% | +92.9% | +82.2% |
| 10Y | +303.3% | +191.4% | +111.9% | +164.9% |
| All | +495.4% | +124.8% | +370.6% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling