+266.4%
AU vs BUD
+201.1%
+65.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +23.9% | -5.7% | +29.5% | +25.2% |
| 3M | +19.1% | +3.1% | +16.0% | +18.2% |
| 6M | -0.2% | +7.9% | -8.0% | -1.8% |
| YTD | +32.5% | +27.3% | +5.1% | +26.3% |
| 1Y | +96.9% | +37.8% | +59.1% | +84.9% |
| 3Y | +614.7% | +49.8% | +564.9% | +561.7% |
| 5Y | +647.7% | +43.8% | +603.9% | +589.0% |
| 10Y | +679.2% | -22.6% | +701.8% | +699.6% |
| All | +266.4% | +201.1% | +65.3% | +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 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