+100.2%
AMCR vs BUD
+54.8%
+45.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | -4.1% | -5.7% | +1.6% | -2.5% |
| 3M | +21.7% | +3.1% | +18.6% | +20.5% |
| 6M | +1.5% | +7.9% | -6.4% | -0.8% |
| YTD | +13.1% | +27.3% | -14.2% | +5.7% |
| 1Y | +13.0% | +37.8% | -24.8% | +3.3% |
| 3Y | +6.9% | +49.8% | -42.9% | -5.3% |
| 5Y | -10.5% | +43.8% | -54.3% | -20.6% |
| 10Y | +20.9% | -22.6% | +43.5% | +2.0% |
| All | +100.2% | +54.8% | +45.4% | +65.6% |
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 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