-39.8%
FIS vs BUD
+49.3%
-89.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | -25.5% | +4.5% | -29.9% | -26.2% |
| 30D | -15.1% | +12.5% | -27.6% | -17.1% |
| 3M | -32.1% | 0.0% | -32.1% | -32.3% |
| 6M | -36.1% | +3.8% | -39.9% | -36.7% |
| YTD | -55.4% | +33.1% | -88.4% | -58.3% |
| 1Y | -53.9% | +35.5% | -89.4% | -57.1% |
| 3Y | -39.8% | +49.4% | -89.2% | -46.2% |
| All | -39.8% | +49.3% | -89.1% | -46.2% |
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 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