+1,399.2%
ALL vs BUD
+214.6%
+1,184.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.0% |
| 7D | -1.9% | +4.5% | -6.4% | -3.5% |
| 30D | +13.8% | +12.5% | +1.3% | +9.1% |
| 3M | -7.0% | 0.0% | -7.0% | -7.1% |
| 6M | +18.0% | +3.8% | +14.2% | +16.1% |
| YTD | +24.2% | +33.1% | -8.9% | +11.3% |
| 1Y | +31.2% | +35.5% | -4.3% | +16.7% |
| 3Y | +107.5% | +49.4% | +58.1% | +74.6% |
| 5Y | +144.8% | +48.0% | +96.8% | +102.8% |
| 10Y | +375.8% | -8.6% | +384.3% | +339.4% |
| All | +1,399.2% | +214.6% | +1,184.6% | +684.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling