-34.0%
ACI vs BUD
+33.8%
-67.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.5% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -2.3% | -6.1% | +3.8% | +0.2% |
| 3M | -23.2% | -3.8% | -19.4% | -21.6% |
| 6M | -29.5% | +8.2% | -37.6% | -30.3% |
| YTD | -28.6% | +23.6% | -52.2% | -33.9% |
| 1Y | -34.0% | +33.4% | -67.5% | -42.2% |
| All | -34.0% | +33.8% | -67.8% | -42.2% |
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