-0.9%
ACM vs BUD
+48.8%
-49.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +5.4% | +4.5% | +0.9% | +4.0% |
| 30D | +15.1% | +12.5% | +2.6% | +11.1% |
| 3M | -10.5% | 0.0% | -10.5% | -10.5% |
| 6M | -19.7% | +3.8% | -23.5% | -20.7% |
| YTD | -28.8% | +33.1% | -61.9% | -34.8% |
| 1Y | -47.9% | +35.5% | -83.4% | -52.6% |
| 3Y | -12.4% | +49.4% | -61.8% | -24.3% |
| All | -0.9% | +48.8% | -49.7% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling