+30.4%
ZBH vs ALLY
+95.5%
-65.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | +10.6% | -0.7% | +11.2% | +10.9% |
| 30D | +20.4% | +1.1% | +19.3% | +20.2% |
| 3M | +10.0% | -13.2% | +23.2% | +14.9% |
| 6M | +31.0% | -13.5% | +44.5% | +36.6% |
| YTD | +20.3% | -14.3% | +34.6% | +25.2% |
| 1Y | +22.2% | -1.1% | +23.4% | +21.7% |
| 3Y | +4.7% | +62.0% | -57.3% | -14.6% |
| 5Y | -13.7% | -9.6% | -4.0% | -18.0% |
| 10Y | +19.3% | +176.0% | -156.7% | -29.7% |
| All | +30.4% | +95.5% | -65.1% | -17.4% |
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