+2,131.1%
ALM vs BUD
+50.2%
+2,080.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +32.0% | -5.7% | +37.7% | +34.2% |
| 3M | -15.0% | +3.1% | -18.2% | -17.1% |
| 6M | -10.1% | +7.9% | -18.0% | -14.1% |
| YTD | +99.4% | +27.3% | +72.1% | +80.8% |
| 1Y | +316.4% | +37.8% | +278.5% | +265.5% |
| All | +2,131.1% | +50.2% | +2,080.9% | +1,768.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling