-47.4%
ALK vs BUD
-2.1%
-45.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.8% |
| 30D | +7.7% | +6.7% | +1.0% | +3.4% |
| 3M | -19.0% | +5.7% | -24.7% | -22.0% |
| 6M | -0.2% | +5.8% | -6.0% | -4.3% |
| YTD | -23.5% | +34.4% | -57.9% | -37.3% |
| 1Y | -9.1% | +33.3% | -42.4% | -25.1% |
| 3Y | +12.0% | +48.8% | -36.8% | -17.1% |
| 5Y | -30.9% | +52.5% | -83.4% | -50.7% |
| All | -47.4% | -2.1% | -45.3% | -62.0% |
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