+45.0%
ZM vs ALLY
+61.1%
-16.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -5.9% | +0.9% | -6.8% | -6.0% |
| 30D | -5.2% | +3.1% | -8.2% | -5.6% |
| 3M | -11.3% | -12.6% | +1.3% | -9.7% |
| 6M | -14.5% | -12.4% | -2.1% | -13.1% |
| YTD | +4.2% | -13.2% | +17.3% | +5.8% |
| 1Y | +9.3% | +1.8% | +7.5% | +8.7% |
| 3Y | +45.4% | +58.0% | -12.6% | +37.3% |
| 5Y | -66.0% | -8.4% | -57.6% | -69.2% |
| All | +45.0% | +61.1% | -16.1% | +58.8% |
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 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