+137.8%
AS vs BUD
+45.7%
+92.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.2% |
| 7D | +4.5% | +6.0% | -1.5% | +2.3% |
| 30D | +13.2% | +11.3% | +1.9% | +8.9% |
| 3M | -11.9% | +3.6% | -15.5% | -13.2% |
| 6M | -11.6% | +7.7% | -19.3% | -14.1% |
| YTD | -14.7% | +36.4% | -51.1% | -23.0% |
| 1Y | +5.7% | +37.8% | -32.1% | -4.9% |
| All | +137.8% | +45.7% | +92.1% | +110.0% |
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