+313.9%
ALM vs BUD
+35.5%
+278.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +8.9% |
| 7D | +8.4% | +0.8% | +7.7% | +8.3% |
| 30D | +34.8% | -4.8% | +39.6% | +35.9% |
| 3M | +16.2% | +1.4% | +14.9% | +13.6% |
| 6M | +2.1% | +9.9% | -7.7% | -6.3% |
| YTD | +117.0% | +26.3% | +90.7% | +114.8% |
| 1Y | +313.9% | +36.1% | +277.7% | +316.3% |
| All | +313.9% | +35.5% | +278.4% | +316.3% |
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