+100.3%
AMCR vs BUD
+63.4%
+36.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | +3.6% | +6.7% | -3.1% | +1.7% |
| 3M | -4.2% | +5.7% | -9.9% | -5.8% |
| 6M | +15.5% | +5.8% | +9.7% | +13.4% |
| YTD | +9.7% | +34.4% | -24.7% | +0.9% |
| 1Y | +8.3% | +33.3% | -25.0% | -0.3% |
| 3Y | +15.4% | +48.8% | -33.5% | +2.3% |
| 5Y | -9.1% | +52.5% | -61.6% | -20.7% |
| 10Y | +18.6% | -4.0% | +22.6% | -1.5% |
| All | +100.3% | +63.4% | +36.8% | +63.0% |
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