-15.9%
ZBH vs ALLY
+181.1%
-197.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -2.9% |
| 7D | -5.2% | +1.0% | -6.2% | -5.5% |
| 30D | -2.4% | -3.3% | +0.9% | -1.4% |
| 3M | +8.3% | +0.5% | +7.8% | +8.0% |
| 6M | +0.7% | +12.6% | -11.9% | -3.4% |
| YTD | +5.3% | -4.7% | +10.0% | +6.1% |
| 1Y | -9.1% | +5.2% | -14.3% | -11.5% |
| 3Y | -19.7% | +66.5% | -86.2% | -35.5% |
| 5Y | -31.3% | +0.2% | -31.5% | -37.0% |
| All | -15.9% | +181.1% | -197.0% | -51.7% |
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