+74.0%
ALB vs BUD
-23.7%
+97.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +0.3% | -8.3% | -8.2% |
| 30D | +6.3% | -5.7% | +11.9% | +9.1% |
| 3M | -23.6% | +3.1% | -26.7% | -25.1% |
| 6M | -24.6% | +7.9% | -32.5% | -28.2% |
| YTD | -10.3% | +27.3% | -37.6% | -21.5% |
| 1Y | +61.5% | +37.8% | +23.6% | +35.0% |
| 3Y | -34.0% | +49.8% | -83.8% | -47.4% |
| 5Y | -44.6% | +43.8% | -88.4% | -55.8% |
| All | +74.0% | -23.7% | +97.7% | +69.5% |
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