+57.6%
ZM vs ALLY
+60.4%
-2.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +10.0% | -2.1% | +12.1% | +10.3% |
| 30D | -0.5% | +2.0% | -2.5% | -0.8% |
| 3M | -7.1% | -13.3% | +6.3% | -5.3% |
| 6M | -5.1% | -9.9% | +4.7% | -3.9% |
| YTD | +13.2% | -13.5% | +26.8% | +15.0% |
| 1Y | +15.3% | -2.8% | +18.2% | +15.4% |
| 3Y | +57.4% | +63.4% | -6.0% | +48.3% |
| 5Y | -61.7% | -10.9% | -50.8% | -65.3% |
| All | +57.6% | +60.4% | -2.8% | +72.8% |
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