-18.4%
Z vs ALLY
+57.0%
-75.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.3% | -9.3% | -9.9% |
| 7D | -2.3% | -1.1% | -1.1% | -1.4% |
| 30D | +9.4% | +4.2% | +5.2% | +7.2% |
| 3M | -16.1% | -12.4% | -3.7% | -9.3% |
| 6M | -30.4% | -8.7% | -21.8% | -26.8% |
| YTD | -55.6% | -11.6% | -44.0% | -52.6% |
| 1Y | -58.5% | +0.2% | -58.7% | -58.7% |
| All | -18.4% | +57.0% | -75.4% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling