+342.6%
ALLE vs BUD
+7.1%
+335.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.5% |
| 7D | 0.0% | +7.1% | -7.1% | -2.4% |
| 30D | +20.6% | +12.7% | +7.9% | +15.5% |
| 3M | +11.4% | 0.0% | +11.4% | +11.2% |
| 6M | +42.5% | +7.6% | +35.0% | +38.2% |
| YTD | +18.9% | +35.0% | -16.1% | +5.7% |
| 1Y | +14.2% | +37.6% | -23.4% | +0.8% |
| 3Y | +90.7% | +51.5% | +39.2% | +59.2% |
| 5Y | +52.5% | +50.2% | +2.2% | +25.4% |
| 10Y | +231.2% | -7.2% | +238.4% | +199.9% |
| All | +342.6% | +7.1% | +335.6% | +269.7% |
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