-58.7%
ZTS vs ALLY
-10.0%
-48.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | +12.1% | +5.2% | +6.8% | +10.8% |
| 3M | +11.3% | -13.3% | +24.6% | +15.0% |
| 6M | +14.3% | -6.7% | +21.0% | +15.8% |
| YTD | -31.9% | -12.8% | -19.0% | -29.9% |
| 1Y | -29.3% | +0.7% | -29.9% | -29.6% |
| 3Y | -48.0% | +65.2% | -113.3% | -55.7% |
| All | -58.7% | -10.0% | -48.7% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling