-33.9%
ALK vs BUD
+48.8%
-82.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | +9.0% | +4.5% | +4.6% | +6.6% |
| 30D | -1.6% | +12.5% | -14.2% | -7.9% |
| 3M | -23.2% | 0.0% | -23.2% | -23.3% |
| 6M | -3.9% | +3.8% | -7.7% | -6.3% |
| YTD | -22.6% | +33.1% | -55.6% | -34.3% |
| 1Y | -5.3% | +35.5% | -40.8% | -20.5% |
| 3Y | +18.6% | +49.4% | -30.8% | -8.8% |
| All | -33.9% | +48.8% | -82.7% | -51.5% |
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