+252.6%
ZETA vs ALLY
-6.2%
+258.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +2.7% | +3.7% | -1.0% | +0.5% |
| 30D | +15.8% | -2.3% | +18.1% | +17.4% |
| 3M | +35.4% | +3.8% | +31.6% | +32.2% |
| 6M | +67.1% | +9.7% | +57.4% | +57.5% |
| YTD | +54.1% | -1.4% | +55.5% | +54.8% |
| 1Y | +67.8% | +8.2% | +59.6% | +60.4% |
| 3Y | +311.4% | +66.5% | +244.9% | +205.2% |
| 5Y | +324.8% | +1.2% | +323.6% | +332.4% |
| All | +252.6% | -6.2% | +258.9% | +260.3% |
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