+18.8%
ZBH vs ALLY
+124.8%
-106.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.8% | +3.7% | -6.5% | -3.9% |
| 30D | -0.1% | -2.3% | +2.2% | +0.6% |
| 3M | +13.4% | +3.8% | +9.6% | +12.0% |
| 6M | +3.0% | +9.7% | -6.7% | -0.4% |
| YTD | +9.7% | -1.4% | +11.1% | +9.3% |
| 1Y | -5.4% | +8.2% | -13.6% | -8.6% |
| 3Y | -15.6% | +66.5% | -82.1% | -31.7% |
| 5Y | -28.1% | +1.2% | -29.3% | -34.2% |
| 10Y | -15.2% | +191.4% | -206.7% | -51.0% |
| All | +18.8% | +124.8% | -106.0% | -27.9% |
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 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