+114.6%
ALL vs BUD
+48.3%
+66.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | -2.6% | +0.5% | -3.0% | -2.7% |
| 30D | +12.7% | +7.4% | +5.3% | +11.1% |
| 3M | +0.4% | +4.3% | -3.9% | -0.5% |
| 6M | +23.8% | +5.3% | +18.5% | +22.3% |
| YTD | +27.8% | +33.2% | -5.5% | +20.9% |
| 1Y | +28.9% | +31.8% | -2.9% | +22.2% |
| All | +114.6% | +48.3% | +66.3% | +93.3% |
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 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