-11.8%
ABT vs BUD
+32.7%
-44.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -5.4% | +0.5% | -5.9% | -5.5% |
| 30D | +8.0% | +7.4% | +0.6% | +6.1% |
| 3M | +0.2% | +4.3% | -4.1% | -1.0% |
| 6M | +34.1% | +5.3% | +28.9% | +31.6% |
| YTD | -10.6% | +33.2% | -43.8% | -18.6% |
| 1Y | -11.8% | +31.8% | -43.6% | -19.3% |
| All | -11.8% | +32.7% | -44.5% | -19.3% |
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