+16.0%
AA vs BUD
+38.4%
-22.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.4% |
| 7D | +0.9% | +3.3% | -2.4% | +0.6% |
| 30D | -6.4% | +11.8% | -18.3% | -7.8% |
| 3M | -13.0% | -1.1% | -11.9% | -13.0% |
| 6M | -34.6% | +14.9% | -49.5% | -35.6% |
| YTD | -23.0% | +32.6% | -55.6% | -25.5% |
| 1Y | +16.0% | +37.2% | -21.2% | +10.7% |
| All | +16.0% | +38.4% | -22.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling