+270.3%
ALLE vs BUD
+1.0%
+269.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -6.8% | -5.7% | -1.1% | -4.9% |
| 3M | +21.0% | +3.1% | +17.9% | +19.3% |
| 6M | +1.1% | +7.9% | -6.8% | -2.3% |
| YTD | -0.5% | +27.3% | -27.9% | -9.6% |
| 1Y | -7.3% | +37.8% | -45.1% | -18.2% |
| 3Y | +42.3% | +49.8% | -7.6% | +19.0% |
| 5Y | +13.5% | +43.8% | -30.4% | -5.5% |
| 10Y | +144.0% | -22.6% | +166.7% | +137.9% |
| All | +270.3% | +1.0% | +269.3% | +216.1% |
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 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