-20.7%
ACM vs BUD
+50.7%
-71.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -11.1% | -5.7% | -5.4% | -10.1% |
| 3M | -8.0% | +3.1% | -11.1% | -8.4% |
| 6M | -29.7% | +7.9% | -37.5% | -30.6% |
| YTD | -29.4% | +27.3% | -56.7% | -32.7% |
| 1Y | -46.4% | +37.8% | -84.2% | -49.8% |
| All | -20.7% | +50.7% | -71.4% | -30.2% |
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 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