+393.7%
ALB vs BUD
+214.6%
+179.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.6% |
| 7D | +9.1% | +4.5% | +4.6% | +6.6% |
| 30D | -3.4% | +12.5% | -15.9% | -9.4% |
| 3M | -20.6% | 0.0% | -20.6% | -21.0% |
| 6M | -48.2% | +3.8% | -52.0% | -49.8% |
| YTD | -29.2% | +33.1% | -62.3% | -40.3% |
| 1Y | +10.0% | +35.5% | -25.5% | -8.3% |
| 3Y | -12.9% | +49.4% | -62.3% | -31.9% |
| 5Y | -61.3% | +48.0% | -109.3% | -70.1% |
| 10Y | +35.8% | -8.6% | +44.4% | +26.1% |
| All | +393.7% | +214.6% | +179.1% | +81.6% |
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 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