+165.0%
AMAT vs BUD
+48.5%
+116.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.3% | +10.0% | +11.5% |
| 7D | -1.1% | +1.3% | -2.4% | -0.9% |
| 30D | -26.9% | +10.0% | -37.0% | -26.8% |
| 3M | -31.2% | +1.6% | -32.8% | -30.7% |
| 6M | -14.7% | +6.5% | -21.2% | -14.7% |
| YTD | +44.7% | +34.8% | +9.9% | +41.4% |
| 1Y | +62.0% | +36.5% | +25.5% | +58.0% |
| 3Y | +165.0% | +49.0% | +116.0% | +141.6% |
| All | +165.0% | +48.5% | +116.4% | +141.6% |
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 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