-40.6%
ACN vs BUD
+46.3%
-86.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +9.4% | -5.7% | +15.0% | +11.2% |
| 3M | +5.6% | +3.1% | +2.5% | +4.7% |
| 6M | -9.3% | +7.9% | -17.1% | -11.6% |
| YTD | -29.0% | +27.3% | -56.3% | -34.7% |
| 1Y | -24.7% | +37.8% | -62.5% | -32.6% |
| 3Y | -39.8% | +49.8% | -89.7% | -49.0% |
| All | -40.6% | +46.3% | -86.9% | -50.9% |
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