+236.1%
ALNY vs BUD
-22.3%
+258.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -6.5% | -2.6% | -3.9% | -6.1% |
| 30D | +11.0% | -1.2% | +12.3% | +11.3% |
| 3M | -14.1% | -4.9% | -9.2% | -13.5% |
| 6M | -22.4% | +9.3% | -31.7% | -24.0% |
| YTD | -37.5% | +24.0% | -61.4% | -40.3% |
| 1Y | -46.9% | +34.5% | -81.5% | -50.1% |
| 3Y | +22.1% | +43.7% | -21.6% | +11.7% |
| 5Y | +31.2% | +46.0% | -14.8% | +18.7% |
| All | +236.1% | -22.3% | +258.4% | +272.8% |
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