-47.0%
ACM vs BUD
+38.4%
-85.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.1% |
| 7D | +9.5% | +3.3% | +6.2% | +8.4% |
| 30D | +14.7% | +11.8% | +2.9% | +11.1% |
| 3M | -9.5% | -1.1% | -8.4% | -10.1% |
| 6M | -18.0% | +14.9% | -32.9% | -19.4% |
| YTD | -27.3% | +32.6% | -59.9% | -31.5% |
| 1Y | -47.0% | +37.2% | -84.2% | -50.5% |
| All | -47.0% | +38.4% | -85.4% | -50.5% |
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