+244.1%
AG vs BUD
+48.5%
+195.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.3% | +4.2% |
| 7D | +10.8% | +1.3% | +9.5% | +10.3% |
| 30D | -8.2% | +10.0% | -18.2% | -11.6% |
| 3M | -13.7% | +1.6% | -15.3% | -14.5% |
| 6M | -27.3% | +6.5% | -33.8% | -29.8% |
| YTD | -4.6% | +34.8% | -39.4% | -17.2% |
| 1Y | +39.4% | +36.5% | +2.9% | +20.1% |
| 3Y | +244.1% | +49.0% | +195.2% | +155.5% |
| All | +244.1% | +48.5% | +195.6% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling