+17.9%
ZBH vs ALLY
+174.3%
-156.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -2.3% | +0.4% | -2.6% | -2.4% |
| 30D | +12.5% | +5.2% | +7.2% | +10.9% |
| 3M | +3.9% | -13.3% | +17.2% | +8.6% |
| 6M | +25.4% | -6.7% | +32.1% | +27.9% |
| YTD | +15.7% | -12.8% | +28.5% | +19.9% |
| 1Y | +15.2% | +0.7% | +14.5% | +14.0% |
| 3Y | +0.3% | +65.2% | -64.9% | -19.1% |
| 5Y | -16.1% | -10.1% | -5.9% | -19.9% |
| All | +17.9% | +174.3% | -156.4% | -28.9% |
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