-42.0%
ALK vs BUD
-4.5%
-37.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.2% |
| 7D | +2.6% | +0.5% | +2.1% | +2.2% |
| 30D | +7.8% | +7.4% | +0.4% | +3.1% |
| 3M | -15.2% | +4.3% | -19.5% | -17.6% |
| 6M | +5.0% | +5.3% | -0.2% | +1.1% |
| YTD | -18.4% | +33.2% | -51.7% | -32.7% |
| 1Y | -2.4% | +31.8% | -34.2% | -18.9% |
| 3Y | +19.8% | +47.8% | -28.0% | -10.8% |
| 5Y | -27.8% | +50.2% | -77.9% | -47.9% |
| 10Y | -42.0% | -4.8% | -37.1% | -58.1% |
| All | -42.0% | -4.5% | -37.5% | -58.1% |
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