-10.2%
ALC vs BUD
+36.8%
-47.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -0.1% | -5.7% | +5.6% | +1.3% |
| 3M | +5.9% | +3.1% | +2.8% | +4.9% |
| 6M | -15.9% | +7.9% | -23.8% | -19.0% |
| YTD | -10.1% | +27.3% | -37.4% | -15.9% |
| 1Y | -10.2% | +37.8% | -48.0% | -16.2% |
| All | -10.2% | +36.8% | -47.0% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling