-12.3%
BA vs BUD
+31.7%
-44.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | -8.0% | +6.7% | -14.7% | -9.4% |
| 3M | -25.8% | +5.9% | -31.7% | -26.7% |
| 6M | -27.6% | +5.1% | -32.6% | -29.1% |
| YTD | -21.0% | +32.9% | -53.9% | -24.9% |
| 1Y | -12.3% | +31.8% | -44.1% | -16.7% |
| All | -12.3% | +31.7% | -44.0% | -16.7% |
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