+11.5%
ABT vs BUD
+48.7%
-37.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -2.1% | -4.8% | +2.7% | -1.1% |
| 3M | +17.4% | +1.4% | +16.1% | +16.9% |
| 6M | -2.4% | +9.9% | -12.3% | -4.9% |
| YTD | -14.2% | +26.3% | -40.6% | -19.2% |
| 1Y | -18.3% | +36.1% | -54.5% | -24.5% |
| 3Y | +11.5% | +48.6% | -37.1% | +1.3% |
| All | +11.5% | +48.7% | -37.2% | +1.3% |
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 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