+24.7%
Z vs ALLY
+154.8%
-130.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -3.0% | +3.7% | -6.7% | -4.7% |
| 30D | -4.2% | -2.3% | -1.9% | -3.1% |
| 3M | -3.7% | +3.8% | -7.5% | -5.6% |
| 6M | -24.5% | +9.7% | -34.2% | -28.1% |
| YTD | -49.3% | -1.4% | -47.9% | -49.1% |
| 1Y | -58.7% | +8.2% | -66.9% | -60.5% |
| 3Y | -34.1% | +66.5% | -100.6% | -50.3% |
| 5Y | -64.5% | +1.2% | -65.7% | -67.6% |
| 10Y | -0.5% | +191.4% | -191.9% | -50.0% |
| All | +24.7% | +154.8% | -130.1% | -35.0% |
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 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