+65.7%
AMGN vs BUD
+38.4%
+27.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.8% |
| 7D | +5.9% | +3.3% | +2.6% | +4.8% |
| 30D | +18.7% | +11.8% | +6.9% | +14.5% |
| 3M | +23.4% | -1.1% | +24.5% | +24.0% |
| 6M | +49.7% | +14.9% | +34.8% | +42.3% |
| YTD | +49.2% | +32.6% | +16.6% | +37.3% |
| 1Y | +65.7% | +37.2% | +28.6% | +49.9% |
| All | +65.7% | +38.4% | +27.4% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling