-9.9%
ALC vs BUD
+50.1%
-60.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.2% | -1.6% | -4.6% | -5.6% |
| 30D | +14.0% | +6.7% | +7.4% | +11.3% |
| 3M | -2.4% | +5.9% | -8.3% | -4.6% |
| 6M | +12.6% | +5.1% | +7.6% | +10.1% |
| YTD | -8.4% | +32.9% | -41.3% | -18.8% |
| 1Y | -9.1% | +31.8% | -41.0% | -19.2% |
| 3Y | -0.3% | +47.4% | -47.7% | -16.7% |
| 5Y | -9.9% | +50.8% | -60.7% | -27.8% |
| All | -9.9% | +50.1% | -60.1% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling