+32.8%
A vs BUD
+50.2%
-17.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +6.9% | -5.7% | +12.6% | +8.4% |
| 3M | +9.2% | +3.1% | +6.1% | +8.0% |
| 6M | +25.7% | +7.9% | +17.8% | +21.9% |
| YTD | +11.5% | +27.3% | -15.8% | +2.6% |
| 1Y | +18.4% | +37.8% | -19.4% | +6.1% |
| All | +32.8% | +50.2% | -17.4% | +14.7% |
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