+174.5%
FIS vs BUD
+201.1%
-26.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -2.2% | -5.7% | +3.5% | 0.0% |
| 3M | +2.1% | +3.1% | -1.0% | +0.8% |
| 6M | -14.7% | +7.9% | -22.5% | -17.8% |
| YTD | -35.7% | +27.3% | -63.0% | -42.3% |
| 1Y | -37.1% | +37.8% | -74.9% | -45.3% |
| 3Y | -20.0% | +49.8% | -69.9% | -34.2% |
| 5Y | -62.1% | +43.8% | -106.0% | -68.8% |
| 10Y | -37.4% | -22.6% | -14.8% | -39.0% |
| All | +174.5% | +201.1% | -26.6% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling