-63.4%
ADVB vs BUD
+31.7%
-95.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +42.7% | -0.3% | +42.9% | +42.6% |
| 7D | +74.2% | -1.6% | +75.8% | +73.3% |
| 30D | -35.9% | +6.7% | -42.5% | -34.2% |
| 3M | -56.4% | +5.9% | -62.3% | -55.3% |
| 6M | -36.7% | +5.1% | -41.8% | -35.4% |
| YTD | -43.3% | +32.9% | -76.2% | -48.6% |
| 1Y | -63.4% | +31.8% | -95.2% | -66.4% |
| All | -63.4% | +31.7% | -95.1% | -66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling