+405.3%
ALM vs BUD
+51.6%
+353.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.6% |
| 7D | +1.2% | +1.0% | +0.2% | +1.1% |
| 30D | -19.3% | +6.7% | -26.0% | -20.3% |
| 3M | -40.6% | +5.7% | -46.4% | -41.4% |
| 6M | -57.9% | +5.8% | -63.7% | -58.7% |
| YTD | -6.7% | +34.4% | -41.1% | -12.8% |
| 1Y | +20.2% | +33.3% | -13.1% | +12.4% |
| 3Y | +879.4% | +48.8% | +830.6% | +788.5% |
| All | +405.3% | +51.6% | +353.7% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling