+122.6%
ACM vs BUD
+201.1%
-78.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.9% |
| 30D | -11.1% | -5.7% | -5.4% | -8.5% |
| 3M | -8.0% | +3.1% | -11.1% | -9.2% |
| 6M | -29.7% | +7.9% | -37.5% | -32.3% |
| YTD | -29.4% | +27.3% | -56.7% | -37.5% |
| 1Y | -46.4% | +37.8% | -84.2% | -54.5% |
| 3Y | -22.3% | +49.8% | -72.2% | -38.5% |
| 5Y | +4.5% | +43.8% | -39.4% | -17.9% |
| 10Y | +127.6% | -22.6% | +150.3% | +120.8% |
| All | +122.6% | +201.1% | -78.5% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling