+72.6%
B vs BUD
+201.1%
-128.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.4% | -5.7% | +15.1% | +10.8% |
| 3M | +5.0% | +3.1% | +1.9% | +4.1% |
| 6M | -3.5% | +7.9% | -11.4% | -5.3% |
| YTD | +4.5% | +27.3% | -22.9% | -1.0% |
| 1Y | +67.8% | +37.8% | +30.0% | +56.3% |
| 3Y | +196.7% | +49.8% | +146.9% | +171.2% |
| 5Y | +151.9% | +43.8% | +108.1% | +129.4% |
| 10Y | +202.2% | -22.6% | +224.8% | +207.0% |
| All | +72.6% | +201.1% | -128.4% | +13.0% |
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