+630.4%
ABT vs BUD
+218.9%
+411.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +11.6% | +10.0% | +1.6% | +8.9% |
| 3M | +3.1% | +1.6% | +1.5% | +2.6% |
| 6M | +32.8% | +6.5% | +26.3% | +30.3% |
| YTD | -9.6% | +34.8% | -44.4% | -17.0% |
| 1Y | -10.4% | +36.5% | -46.8% | -17.9% |
| 3Y | +25.8% | +49.0% | -23.1% | +11.3% |
| 5Y | -3.4% | +51.7% | -55.1% | -15.9% |
| 10Y | +232.9% | -7.5% | +240.4% | +220.5% |
| All | +630.4% | +218.9% | +411.5% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling