+70.7%
AA vs BUD
+50.7%
+20.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +5.0% | -5.7% | +10.7% | +7.2% |
| 3M | -35.8% | +3.1% | -38.9% | -36.7% |
| 6M | -18.4% | +7.9% | -26.3% | -21.5% |
| YTD | -5.5% | +27.3% | -32.8% | -16.1% |
| 1Y | +61.0% | +37.8% | +23.1% | +37.1% |
| All | +70.7% | +50.7% | +20.0% | +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 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