+77.0%
ZTS vs ALLY
+201.0%
-124.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.5% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +10.8% | +3.4% | +7.3% | +10.0% |
| 3M | +14.1% | -11.1% | +25.1% | +17.3% |
| 6M | +0.8% | -11.5% | +12.2% | +3.5% |
| YTD | -33.1% | -12.3% | -20.8% | -31.2% |
| 1Y | -30.0% | +1.1% | -31.1% | -30.4% |
| 3Y | -49.5% | +64.8% | -114.3% | -56.7% |
| 5Y | -60.2% | -6.9% | -53.4% | -62.2% |
| 10Y | +77.0% | +194.9% | -117.9% | +25.7% |
| All | +77.0% | +201.0% | -124.0% | +25.7% |
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