+176.0%
ALLY vs BUD
-4.3%
+180.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.9% |
| 7D | -0.7% | +6.0% | -6.7% | -4.0% |
| 30D | +1.1% | +11.3% | -10.1% | -5.2% |
| 3M | -13.2% | +3.6% | -16.7% | -15.3% |
| 6M | -13.5% | +7.7% | -21.2% | -18.0% |
| YTD | -14.3% | +36.4% | -50.7% | -30.6% |
| 1Y | -1.1% | +37.8% | -39.0% | -20.6% |
| 3Y | +62.0% | +51.2% | +10.8% | +17.4% |
| 5Y | -9.6% | +53.4% | -63.0% | -36.0% |
| 10Y | +176.0% | -3.2% | +179.2% | +97.0% |
| All | +176.0% | -4.3% | +180.2% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling