-24.2%
AR vs BUD
+11.4%
-35.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +14.8% | -5.7% | +20.5% | +17.2% |
| 3M | +6.2% | +3.1% | +3.1% | +4.7% |
| 6M | +4.3% | +7.9% | -3.6% | +0.1% |
| YTD | +14.4% | +27.3% | -13.0% | +2.4% |
| 1Y | +21.3% | +37.8% | -16.5% | +5.0% |
| 3Y | +39.8% | +49.8% | -10.0% | +13.1% |
| 5Y | +142.1% | +43.8% | +98.2% | +95.6% |
| 10Y | +52.0% | -22.6% | +74.7% | +37.2% |
| All | -24.2% | +11.4% | -35.6% | -37.1% |
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 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