+2,022.9%
ALM vs BUD
-9.0%
+2,031.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | -6.7% | +4.5% | -11.1% | -7.3% |
| 30D | -32.9% | +12.5% | -45.4% | -34.2% |
| 3M | -39.5% | 0.0% | -39.5% | -39.6% |
| 6M | -62.0% | +3.8% | -65.8% | -62.4% |
| YTD | -7.8% | +33.1% | -40.9% | -12.3% |
| 1Y | +26.7% | +35.5% | -8.8% | +20.1% |
| 3Y | +825.4% | +49.4% | +776.0% | +760.7% |
| 5Y | +401.2% | +48.0% | +353.2% | +362.5% |
| All | +2,022.9% | -9.0% | +2,031.9% | +2,010.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling