+199.6%
AMGN vs BUD
-22.8%
+222.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -13.9% | -3.2% | -10.7% | -13.2% |
| 30D | -7.1% | -3.7% | -3.5% | -6.4% |
| 3M | +13.9% | -4.4% | +18.4% | +15.1% |
| 6M | +3.2% | +7.7% | -4.5% | +1.3% |
| YTD | +19.2% | +23.1% | -3.8% | +13.6% |
| 1Y | +41.1% | +33.6% | +7.5% | +31.9% |
| 3Y | +61.3% | +44.7% | +16.6% | +47.0% |
| 5Y | +109.1% | +44.9% | +64.1% | +87.9% |
| All | +199.6% | -22.8% | +222.4% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling