+112.0%
AMGN vs BUD
+44.7%
+67.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -11.6% | -1.3% | -10.3% | -11.3% |
| 30D | -5.7% | -6.1% | +0.5% | -4.2% |
| 3M | +14.2% | -3.8% | +18.0% | +15.2% |
| 6M | +5.2% | +8.2% | -3.0% | +3.0% |
| YTD | +22.0% | +23.6% | -1.6% | +15.9% |
| 1Y | +43.6% | +33.4% | +10.2% | +34.0% |
| 3Y | +65.0% | +45.3% | +19.7% | +50.4% |
| 5Y | +112.0% | +44.3% | +67.8% | +90.5% |
| All | +112.0% | +44.7% | +67.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling