-71.4%
FIS vs BUD
+48.8%
-120.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | -25.5% | +4.5% | -29.9% | -26.9% |
| 30D | -15.1% | +12.5% | -27.6% | -18.8% |
| 3M | -32.1% | 0.0% | -32.1% | -32.3% |
| 6M | -36.1% | +3.8% | -39.9% | -37.2% |
| YTD | -55.4% | +33.1% | -88.4% | -60.6% |
| 1Y | -53.9% | +35.5% | -89.4% | -59.6% |
| 3Y | -39.8% | +49.4% | -89.2% | -50.8% |
| All | -71.4% | +48.8% | -120.2% | -78.2% |
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