-70.8%
FIS vs BUD
+51.6%
-122.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | +2.8% | +1.0% | +1.8% | +2.4% |
| 30D | -16.7% | +6.7% | -23.4% | -18.9% |
| 3M | -32.3% | +5.7% | -38.0% | -33.8% |
| 6M | -29.1% | +5.8% | -34.9% | -30.8% |
| YTD | -54.1% | +34.4% | -88.5% | -59.7% |
| 1Y | -53.7% | +33.3% | -87.0% | -59.2% |
| 3Y | -38.8% | +48.8% | -87.7% | -49.9% |
| All | -70.8% | +51.6% | -122.4% | -78.0% |
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