+133.7%
AS vs BUD
+44.3%
+89.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.9% |
| 7D | +7.1% | +7.1% | 0.0% | +4.6% |
| 30D | +12.8% | +12.7% | +0.2% | +8.0% |
| 3M | -14.7% | 0.0% | -14.8% | -14.9% |
| 6M | -9.9% | +7.6% | -17.5% | -12.4% |
| YTD | -16.1% | +35.0% | -51.2% | -24.0% |
| 1Y | +0.2% | +37.6% | -37.4% | -9.8% |
| All | +133.7% | +44.3% | +89.5% | +107.2% |
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