+22.2%
Z vs ALLY
+131.5%
-109.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +7.6% |
| 7D | +10.2% | +2.4% | +7.8% | +9.0% |
| 30D | +23.7% | +5.6% | +18.1% | +20.7% |
| 3M | -6.6% | -11.7% | +5.1% | -0.4% |
| 6M | -23.0% | -7.0% | -16.0% | -20.2% |
| YTD | -50.3% | -10.4% | -39.9% | -47.6% |
| 1Y | -53.6% | +2.4% | -56.0% | -54.2% |
| 3Y | -10.1% | +59.2% | -69.3% | -30.0% |
| 5Y | -49.8% | -5.0% | -44.7% | -52.0% |
| 10Y | -1.6% | +204.5% | -206.1% | -50.1% |
| All | +22.2% | +131.5% | -109.3% | -33.0% |
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