-27.8%
ALK vs BUD
+51.3%
-79.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +12.9% | +6.0% | +6.9% | +9.4% |
| 30D | +5.5% | +11.3% | -5.7% | -0.5% |
| 3M | -12.1% | +3.6% | -15.7% | -13.9% |
| 6M | +1.7% | +7.7% | -6.0% | -2.8% |
| YTD | -17.4% | +36.4% | -53.8% | -30.8% |
| 1Y | -1.9% | +37.8% | -39.8% | -18.5% |
| 3Y | +21.2% | +51.2% | -30.0% | -7.2% |
| 5Y | -27.8% | +53.4% | -81.2% | -48.1% |
| All | -27.8% | +51.3% | -79.1% | -48.1% |
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 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