+490.7%
ZS vs ALLY
+78.2%
+412.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.5% |
| 7D | -13.4% | -0.7% | -12.7% | -13.2% |
| 30D | -16.6% | +1.1% | -17.7% | -16.9% |
| 3M | +10.3% | -13.2% | +23.5% | +14.5% |
| 6M | +28.1% | -13.5% | +41.6% | +32.7% |
| YTD | -13.3% | -14.3% | +1.0% | -10.2% |
| 1Y | -40.7% | -1.1% | -39.6% | -41.0% |
| 3Y | +11.4% | +62.0% | -50.6% | -3.9% |
| 5Y | -42.2% | -9.6% | -32.5% | -45.7% |
| All | +490.7% | +78.2% | +412.5% | +437.3% |
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 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