+24.5%
ALK vs BUD
+48.5%
-24.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +6.5% |
| 7D | +8.9% | +1.3% | +7.6% | +8.3% |
| 30D | +5.9% | +10.0% | -4.1% | +1.6% |
| 3M | -16.5% | +1.6% | -18.1% | -17.2% |
| 6M | +2.1% | +6.5% | -4.4% | -1.1% |
| YTD | -17.1% | +34.8% | -51.9% | -27.0% |
| 1Y | -2.9% | +36.5% | -39.3% | -15.0% |
| 3Y | +24.5% | +49.0% | -24.5% | -5.2% |
| All | +24.5% | +48.5% | -24.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling