+232.1%
ABT vs BUD
-2.2%
+234.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.3% |
| 7D | +1.0% | +6.0% | -5.1% | -0.4% |
| 30D | +11.6% | +11.3% | +0.3% | +8.8% |
| 3M | +2.3% | +3.6% | -1.2% | +1.4% |
| 6M | +32.7% | +7.7% | +25.0% | +30.1% |
| YTD | -9.6% | +36.4% | -46.0% | -16.4% |
| 1Y | -10.1% | +37.8% | -47.9% | -17.1% |
| 3Y | +25.2% | +51.2% | -26.0% | +11.9% |
| 5Y | -4.5% | +53.4% | -57.9% | -15.9% |
| All | +232.1% | -2.2% | +234.4% | +223.0% |
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