-26.4%
ALK vs BUD
+46.3%
-72.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -0.7% | +0.3% | -0.9% | -0.8% |
| 30D | -19.2% | -5.7% | -13.6% | -16.7% |
| 3M | -1.5% | +3.1% | -4.6% | -3.4% |
| 6M | -13.1% | +7.9% | -20.9% | -16.7% |
| YTD | -16.4% | +27.3% | -43.8% | -26.9% |
| 1Y | -33.1% | +37.8% | -70.9% | -43.9% |
| 3Y | +0.6% | +49.8% | -49.2% | -22.1% |
| All | -26.4% | +46.3% | -72.8% | -42.6% |
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