+900.0%
ALK vs BUD
+201.1%
+698.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.5% |
| 3M | -1.5% | +3.1% | -4.6% | -3.6% |
| 6M | -13.1% | +7.9% | -20.9% | -16.9% |
| YTD | -16.4% | +27.3% | -43.8% | -27.9% |
| 1Y | -33.1% | +37.8% | -70.9% | -45.0% |
| 3Y | +0.6% | +49.8% | -49.2% | -23.7% |
| 5Y | -26.4% | +43.8% | -70.2% | -43.8% |
| 10Y | -34.2% | -22.6% | -11.5% | -37.0% |
| All | +900.0% | +201.1% | +698.9% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling