+66.2%
A vs BUD
+49.3%
+16.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | -0.1% | +4.5% | -4.5% | -1.1% |
| 30D | +3.4% | +12.5% | -9.2% | +0.2% |
| 3M | +23.8% | 0.0% | +23.8% | +23.5% |
| 6M | +49.0% | +3.8% | +45.2% | +46.5% |
| YTD | +29.4% | +33.1% | -3.7% | +17.5% |
| 1Y | +19.4% | +35.5% | -16.1% | +7.7% |
| 3Y | +66.2% | +49.4% | +16.8% | +40.9% |
| All | +66.2% | +49.3% | +16.8% | +40.9% |
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