+89.2%
ALLE vs BUD
+49.3%
+39.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -0.6% | +4.5% | -5.0% | -1.6% |
| 30D | +25.3% | +12.5% | +12.8% | +22.1% |
| 3M | +10.3% | 0.0% | +10.3% | +10.1% |
| 6M | +38.0% | +3.8% | +34.2% | +36.3% |
| YTD | +17.8% | +33.1% | -15.3% | +9.6% |
| 1Y | +13.6% | +35.5% | -21.9% | +5.3% |
| 3Y | +89.2% | +49.4% | +39.8% | +61.8% |
| All | +89.2% | +49.3% | +39.9% | +61.8% |
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 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