+37.2%
AMGN vs BUD
+34.7%
+2.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.6% |
| 7D | -13.7% | -2.6% | -11.1% | -12.9% |
| 30D | -8.8% | -1.2% | -7.6% | -8.4% |
| 3M | +7.2% | -4.9% | +12.1% | +8.8% |
| 6M | +1.3% | +9.3% | -8.0% | -2.1% |
| YTD | +17.6% | +24.0% | -6.3% | +10.8% |
| 1Y | +37.2% | +34.5% | +2.6% | +26.2% |
| All | +37.2% | +34.7% | +2.4% | +26.2% |
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