+129.7%
ACM vs BUD
-23.5%
+153.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.3% | +0.8% | -1.0% | -0.6% |
| 30D | -12.9% | -4.8% | -8.1% | -10.9% |
| 3M | -6.4% | +1.4% | -7.7% | -6.9% |
| 6M | -29.2% | +9.9% | -39.1% | -32.2% |
| YTD | -29.9% | +26.3% | -56.3% | -37.2% |
| 1Y | -47.3% | +36.1% | -83.4% | -54.4% |
| 3Y | -19.6% | +48.6% | -68.2% | -35.2% |
| 5Y | +5.5% | +45.0% | -39.5% | -16.3% |
| 10Y | +129.7% | -23.1% | +152.8% | +90.0% |
| All | +129.7% | -23.5% | +153.2% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling