+65.7%
AG vs BUD
-2.1%
+67.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.8% |
| 7D | -10.0% | +1.0% | -11.0% | -10.3% |
| 30D | -10.5% | +6.7% | -17.2% | -12.7% |
| 3M | -27.3% | +5.7% | -33.0% | -29.0% |
| 6M | -43.0% | +5.8% | -48.8% | -44.6% |
| YTD | -17.9% | +34.4% | -52.3% | -27.0% |
| 1Y | +11.9% | +33.3% | -21.4% | -0.2% |
| 3Y | +201.8% | +48.8% | +153.0% | +156.1% |
| 5Y | -0.1% | +52.5% | -52.6% | -17.5% |
| All | +65.7% | -2.1% | +67.8% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling