+90.4%
AMGN vs BUD
+51.6%
+38.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.9% | +6.0% | -5.2% | -0.8% |
| 30D | +12.1% | +11.3% | +0.9% | +8.6% |
| 3M | +12.2% | +3.6% | +8.6% | +10.9% |
| 6M | +42.1% | +7.7% | +34.4% | +38.7% |
| YTD | +45.0% | +36.4% | +8.7% | +32.0% |
| 1Y | +47.7% | +37.8% | +9.9% | +34.0% |
| 3Y | +90.4% | +51.2% | +39.2% | +63.6% |
| All | +90.4% | +51.6% | +38.8% | +63.6% |
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