+189.9%
AU vs BUD
+217.8%
-28.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -7.2% | +1.0% | -8.2% | -7.4% |
| 30D | -2.9% | +6.7% | -9.5% | -4.2% |
| 3M | -8.7% | +5.7% | -14.4% | -9.8% |
| 6M | -14.1% | +5.8% | -20.0% | -15.4% |
| YTD | +4.8% | +34.4% | -29.6% | -1.3% |
| 1Y | +11.9% | +33.3% | -21.4% | +5.6% |
| 3Y | +513.8% | +48.8% | +465.0% | +467.4% |
| 5Y | +379.3% | +52.5% | +326.7% | +336.6% |
| 10Y | +837.1% | -4.0% | +841.0% | +812.1% |
| All | +189.9% | +217.8% | -28.0% | +62.0% |
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 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