+6.4%
AAL vs BUD
+37.1%
-30.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.8% |
| 7D | +8.3% | +1.3% | +6.9% | +7.6% |
| 30D | +11.0% | +10.0% | +0.9% | +6.4% |
| 3M | -11.2% | +1.6% | -12.8% | -11.8% |
| 6M | +6.1% | +6.5% | -0.4% | +2.9% |
| YTD | -7.6% | +34.8% | -42.5% | -12.3% |
| All | +6.4% | +37.1% | -30.7% | +1.2% |
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