+41.8%
ALM vs BUD
+38.4%
+3.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -2.0% | +1.3% |
| 7D | -6.4% | +3.3% | -9.7% | -6.2% |
| 30D | -35.0% | +11.8% | -46.8% | -35.2% |
| 3M | -33.8% | -1.1% | -32.7% | -33.1% |
| 6M | -55.0% | +14.9% | -69.9% | -57.6% |
| YTD | -0.2% | +32.6% | -32.8% | +4.4% |
| 1Y | +41.8% | +37.2% | +4.6% | +52.7% |
| All | +41.8% | +38.4% | +3.4% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling