+2.4%
ALLY vs BUD
+38.4%
-36.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.3% |
| 7D | +2.4% | +3.3% | -0.9% | +1.9% |
| 30D | +5.6% | +11.8% | -6.3% | +4.0% |
| 3M | -11.7% | -1.1% | -10.6% | -11.9% |
| 6M | -7.0% | +14.9% | -21.9% | -8.4% |
| YTD | -10.4% | +32.6% | -43.0% | -17.8% |
| 1Y | +2.4% | +37.2% | -34.8% | -9.1% |
| All | +2.4% | +38.4% | -36.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling