+21.5%
ALNY vs BUD
+43.8%
-22.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | -6.4% | -3.2% | -3.2% | -6.2% |
| 30D | +11.9% | -3.7% | +15.6% | +12.2% |
| 3M | -15.0% | -4.4% | -10.6% | -15.0% |
| 6M | -23.2% | +7.7% | -31.0% | -24.5% |
| YTD | -37.8% | +23.1% | -60.8% | -39.8% |
| 1Y | -47.3% | +33.6% | -80.9% | -49.6% |
| All | +21.5% | +43.8% | -22.3% | +7.5% |
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