+119.7%
AXP vs BUD
+51.6%
+68.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | +0.4% | +7.1% | -6.8% | -0.7% |
| 30D | +7.0% | +12.7% | -5.6% | +5.1% |
| 3M | -6.6% | 0.0% | -6.6% | -6.8% |
| 6M | +3.5% | +7.6% | -4.1% | +2.0% |
| YTD | -11.2% | +35.0% | -46.2% | -16.7% |
| 1Y | -10.2% | +37.6% | -47.7% | -16.1% |
| All | +119.7% | +51.6% | +68.2% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling