+124.8%
AA vs BUD
-23.5%
+148.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.1% |
| 30D | +3.3% | -4.8% | +8.1% | +6.4% |
| 3M | -29.4% | +1.4% | -30.8% | -30.5% |
| 6M | -12.8% | +9.9% | -22.7% | -19.4% |
| YTD | -2.1% | +26.3% | -28.5% | -18.4% |
| 1Y | +62.8% | +36.1% | +26.6% | +28.2% |
| 3Y | +90.5% | +48.6% | +41.9% | +36.4% |
| 5Y | +19.1% | +45.0% | -25.9% | -15.7% |
| 10Y | +124.8% | -23.1% | +147.9% | +71.7% |
| All | +124.8% | -23.5% | +148.3% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling