+65.8%
AMGN vs BUD
+48.7%
+17.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -9.9% |
| 7D | -10.3% | +0.8% | -11.0% | -10.4% |
| 30D | -3.8% | -4.8% | +1.0% | -2.4% |
| 3M | +14.4% | +1.4% | +13.0% | +13.9% |
| 6M | +7.8% | +9.9% | -2.0% | +4.7% |
| YTD | +22.6% | +26.3% | -3.8% | +14.7% |
| 1Y | +44.2% | +36.1% | +8.1% | +32.1% |
| 3Y | +65.8% | +48.6% | +17.2% | +50.1% |
| All | +65.8% | +48.7% | +17.1% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling