+30.6%
ALNY vs BUD
+44.8%
-14.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | -6.4% | -3.2% | -3.2% | -5.8% |
| 30D | +11.9% | -3.7% | +15.6% | +12.7% |
| 3M | -15.0% | -4.4% | -10.6% | -14.6% |
| 6M | -23.2% | +7.7% | -31.0% | -25.1% |
| YTD | -37.8% | +23.1% | -60.8% | -41.2% |
| 1Y | -47.3% | +33.6% | -80.9% | -51.3% |
| 3Y | +22.9% | +44.7% | -21.8% | +7.7% |
| 5Y | +30.6% | +44.9% | -14.4% | +18.7% |
| All | +30.6% | +44.8% | -14.2% | +18.7% |
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