-36.1%
FIS vs BUD
+5.3%
-41.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | -25.5% | +4.5% | -29.9% | -26.8% |
| 30D | -15.1% | +12.5% | -27.6% | -19.2% |
| 3M | -32.1% | 0.0% | -32.1% | -33.0% |
| 6M | -36.1% | +3.8% | -39.9% | -37.8% |
| All | -36.1% | +5.3% | -41.3% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling