+948.2%
ALM vs BUD
+46.3%
+901.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +32.0% | -5.7% | +37.7% | +33.5% |
| 3M | -15.0% | +3.1% | -18.2% | -16.3% |
| 6M | -10.1% | +7.9% | -18.0% | -12.5% |
| YTD | +99.4% | +27.3% | +72.1% | +87.9% |
| 1Y | +316.4% | +37.8% | +278.5% | +285.0% |
| 3Y | +2,022.0% | +49.8% | +1,972.1% | +1,816.4% |
| All | +948.2% | +46.3% | +901.8% | +803.2% |
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