-30.6%
AR vs BUD
+16.4%
-47.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.3% |
| 7D | -14.3% | +4.5% | -18.7% | -15.8% |
| 30D | +1.4% | +12.5% | -11.1% | -3.2% |
| 3M | +3.4% | 0.0% | +3.4% | +2.9% |
| 6M | -2.1% | +3.8% | -5.9% | -4.2% |
| YTD | +4.7% | +33.1% | -28.4% | -8.1% |
| 1Y | +10.6% | +35.5% | -24.9% | -3.8% |
| 3Y | +24.6% | +49.4% | -24.8% | +1.1% |
| 5Y | +71.9% | +48.0% | +23.8% | +37.2% |
| 10Y | +46.4% | -8.6% | +54.9% | +24.2% |
| All | -30.6% | +16.4% | -47.0% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling