-27.6%
AR vs BUD
+19.3%
-46.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.4% |
| 7D | -5.8% | +6.0% | -11.8% | -7.8% |
| 30D | +4.8% | +11.3% | -6.5% | +0.5% |
| 3M | +1.5% | +3.6% | -2.1% | -0.2% |
| 6M | +4.7% | +7.7% | -3.0% | +1.1% |
| YTD | +9.2% | +36.4% | -27.2% | -5.0% |
| 1Y | +11.2% | +37.8% | -26.7% | -3.8% |
| 3Y | +46.2% | +51.2% | -5.0% | +18.4% |
| 5Y | +98.1% | +53.4% | +44.7% | +55.9% |
| 10Y | +54.5% | -3.2% | +57.7% | +28.7% |
| All | -27.6% | +19.3% | -46.9% | -41.7% |
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