+575.5%
ZBRA vs ALLY
+124.8%
+450.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +1.8% | +3.7% | -1.9% | +0.1% |
| 30D | -1.7% | -2.3% | +0.6% | -0.7% |
| 3M | +47.8% | +3.8% | +43.9% | +45.5% |
| 6M | +56.7% | +9.7% | +47.0% | +49.9% |
| YTD | +49.4% | -1.4% | +50.8% | +49.9% |
| 1Y | +16.5% | +8.2% | +8.3% | +12.1% |
| 3Y | +31.5% | +66.5% | -35.0% | +3.3% |
| 5Y | -38.6% | +1.2% | -39.8% | -42.9% |
| 10Y | +421.0% | +191.4% | +229.5% | +185.9% |
| All | +575.5% | +124.8% | +450.7% | +307.2% |
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