+65.5%
A vs BUD
+49.6%
+15.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | 0.0% | +6.7% | -6.7% | -1.7% |
| 3M | +16.7% | +5.7% | +11.0% | +14.9% |
| 6M | +54.8% | +5.8% | +49.0% | +51.5% |
| YTD | +28.8% | +34.4% | -5.6% | +16.7% |
| 1Y | +19.3% | +33.3% | -14.0% | +8.3% |
| 3Y | +65.5% | +48.8% | +16.7% | +41.3% |
| All | +65.5% | +49.6% | +15.9% | +41.3% |
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