-1.6%
ALK vs BUD
+37.1%
-38.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +6.3% |
| 7D | +8.9% | +1.3% | +7.6% | +8.0% |
| 30D | +5.9% | +10.0% | -4.1% | +0.3% |
| 3M | -16.5% | +1.6% | -18.1% | -17.3% |
| 6M | +2.1% | +6.5% | -4.4% | -2.6% |
| YTD | -17.1% | +34.8% | -51.9% | -29.9% |
| All | -1.6% | +37.1% | -38.6% | -17.9% |
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