+3,667.8%
AMAT vs BUD
+219.3%
+3,448.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.8% | -15.4% | -14.4% |
| 7D | -24.3% | +7.1% | -31.4% | -26.9% |
| 30D | -39.8% | +12.7% | -52.5% | -43.5% |
| 3M | -40.2% | 0.0% | -40.2% | -41.1% |
| 6M | -22.1% | +7.6% | -29.7% | -26.4% |
| YTD | +24.7% | +35.0% | -10.3% | +5.3% |
| 1Y | +33.3% | +37.6% | -4.3% | +11.2% |
| 3Y | +133.9% | +51.5% | +82.3% | +79.3% |
| 5Y | +117.1% | +50.2% | +66.8% | +64.8% |
| 10Y | +1,158.7% | -7.2% | +1,165.9% | +1,023.0% |
| All | +3,667.8% | +219.3% | +3,448.6% | +1,588.1% |
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