+24.0%
B vs BUD
+37.1%
-13.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +11.3% | +1.3% | +10.0% | +10.8% |
| 30D | +2.9% | +10.0% | -7.1% | -0.3% |
| 3M | -2.9% | +1.6% | -4.4% | -3.6% |
| 6M | -1.2% | +6.5% | -7.7% | -4.3% |
| YTD | -1.3% | +34.8% | -36.2% | -11.4% |
| All | +24.0% | +37.1% | -13.1% | +10.6% |
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