-14.1%
ALB vs BUD
+49.6%
-63.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -5.8% | +1.0% | -6.8% | -6.2% |
| 30D | -4.5% | +6.7% | -11.2% | -7.2% |
| 3M | -28.1% | +5.7% | -33.8% | -29.9% |
| 6M | -53.2% | +5.8% | -59.0% | -54.7% |
| YTD | -33.3% | +34.4% | -67.7% | -43.8% |
| 1Y | -17.4% | +33.3% | -50.7% | -30.2% |
| 3Y | -14.1% | +48.8% | -62.9% | -43.5% |
| All | -14.1% | +49.6% | -63.7% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling