+11.9%
AU vs BUD
+33.8%
-21.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -7.2% | +1.0% | -8.2% | -7.5% |
| 30D | -2.9% | +6.7% | -9.5% | -5.5% |
| 3M | -8.7% | +5.7% | -14.4% | -10.9% |
| 6M | -14.1% | +5.8% | -20.0% | -17.5% |
| YTD | +4.8% | +34.4% | -29.6% | -8.0% |
| 1Y | +11.9% | +33.3% | -21.4% | -1.6% |
| All | +11.9% | +33.8% | -21.9% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling