-8.2%
ALLY vs BUD
+48.8%
-57.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | +0.9% | +4.5% | -3.5% | -1.1% |
| 30D | +3.1% | +12.5% | -9.4% | -2.5% |
| 3M | -12.6% | 0.0% | -12.6% | -12.8% |
| 6M | -12.4% | +3.8% | -16.2% | -14.6% |
| YTD | -13.2% | +33.1% | -46.2% | -26.2% |
| 1Y | +1.8% | +35.5% | -33.7% | -14.4% |
| 3Y | +58.0% | +49.4% | +8.6% | +19.2% |
| All | -8.2% | +48.8% | -57.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling