+56.2%
ZTS vs ALLY
+178.4%
-122.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.2% |
| 7D | -4.8% | +1.0% | -5.8% | -5.0% |
| 30D | +1.2% | -3.3% | +4.5% | +2.0% |
| 3M | -6.0% | +0.5% | -6.5% | -6.3% |
| 6M | -38.7% | +12.6% | -51.3% | -40.5% |
| YTD | -40.6% | -4.7% | -35.9% | -40.2% |
| 1Y | -50.6% | +5.2% | -55.8% | -51.5% |
| 3Y | -58.7% | +66.5% | -125.2% | -64.8% |
| 5Y | -62.8% | +0.2% | -63.1% | -65.4% |
| 10Y | +56.2% | +180.8% | -124.6% | +8.4% |
| All | +56.2% | +178.4% | -122.2% | +8.4% |
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