+403.3%
ZS vs ALLY
+96.1%
+307.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.9% |
| 7D | -3.8% | -1.9% | -1.9% | -3.3% |
| 30D | -6.0% | -4.5% | -1.5% | -4.8% |
| 3M | +32.0% | -2.8% | +34.8% | +32.9% |
| 6M | +2.1% | +10.3% | -8.2% | -1.3% |
| YTD | -26.2% | -5.7% | -20.5% | -25.3% |
| 1Y | -41.2% | +3.9% | -45.1% | -42.3% |
| 3Y | +3.3% | +64.7% | -61.4% | -11.5% |
| 5Y | -40.7% | -2.6% | -38.1% | -45.7% |
| All | +403.3% | +96.1% | +307.3% | +346.7% |
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