-12.0%
A vs BUD
+46.3%
-58.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +9.2% | +3.1% | +6.1% | +7.8% |
| 6M | +25.7% | +7.9% | +17.8% | +21.4% |
| YTD | +11.5% | +27.3% | -15.8% | +1.2% |
| 1Y | +18.4% | +37.8% | -19.4% | +4.1% |
| 3Y | +26.6% | +49.8% | -23.2% | +6.0% |
| All | -12.0% | +46.3% | -58.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling