+216.5%
AZN vs BUD
-22.3%
+238.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.6% | -2.6% | +1.1% | -0.9% |
| 30D | +1.1% | -1.2% | +2.3% | +1.3% |
| 3M | -12.1% | -4.9% | -7.2% | -11.0% |
| 6M | -17.1% | +9.3% | -26.4% | -19.0% |
| YTD | -12.0% | +24.0% | -35.9% | -16.5% |
| 1Y | -0.2% | +34.5% | -34.8% | -7.3% |
| 3Y | +26.8% | +43.7% | -16.9% | +15.4% |
| 5Y | +56.9% | +46.0% | +10.9% | +40.7% |
| All | +216.5% | -22.3% | +238.8% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling