+96.8%
ALLY vs BUD
+12.5%
+84.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | +0.9% | +4.5% | -3.5% | -1.5% |
| 30D | +3.1% | +12.5% | -9.4% | -3.7% |
| 3M | -12.6% | 0.0% | -12.6% | -12.9% |
| 6M | -12.4% | +3.8% | -16.2% | -15.1% |
| YTD | -13.2% | +33.1% | -46.2% | -28.0% |
| 1Y | +1.8% | +35.5% | -33.7% | -16.6% |
| 3Y | +58.0% | +49.4% | +8.6% | +17.2% |
| 5Y | -8.4% | +48.0% | -56.5% | -32.3% |
| 10Y | +195.3% | -8.6% | +203.8% | +131.6% |
| All | +96.8% | +12.5% | +84.4% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling