+53.6%
AA vs BUD
-8.7%
+62.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.4% | +4.9% |
| 7D | +4.8% | +1.3% | +3.5% | +3.8% |
| 30D | -0.6% | +10.0% | -10.7% | -7.3% |
| 3M | -16.3% | +1.6% | -17.9% | -18.0% |
| 6M | -33.4% | +6.5% | -39.9% | -37.1% |
| YTD | -20.7% | +34.8% | -55.5% | -37.3% |
| 1Y | +12.9% | +36.5% | -23.5% | -11.7% |
| 3Y | +75.7% | +49.0% | +26.8% | +24.7% |
| 5Y | -6.8% | +51.7% | -58.5% | -36.1% |
| 10Y | +53.6% | -7.5% | +61.2% | +11.6% |
| All | +53.6% | -8.7% | +62.4% | +11.6% |
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