+53.4%
ALLE vs BUD
+51.6%
+1.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +3.6% | +1.0% | +2.5% | +3.2% |
| 30D | +25.9% | +6.7% | +19.2% | +23.2% |
| 3M | +15.8% | +5.7% | +10.0% | +13.5% |
| 6M | +48.1% | +5.8% | +42.3% | +44.6% |
| YTD | +22.0% | +34.4% | -12.4% | +9.2% |
| 1Y | +18.0% | +33.3% | -15.2% | +5.9% |
| 3Y | +93.1% | +48.8% | +44.3% | +62.1% |
| All | +53.4% | +51.6% | +1.7% | +19.1% |
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