-11.8%
BA vs BUD
+36.0%
-47.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +1.1% | +4.5% | -3.4% | +0.2% |
| 30D | -7.9% | +12.5% | -20.4% | -10.3% |
| 3M | -25.3% | 0.0% | -25.3% | -25.3% |
| 6M | -24.6% | +3.8% | -28.4% | -25.8% |
| YTD | -20.1% | +33.1% | -53.2% | -23.9% |
| 1Y | -11.8% | +35.5% | -47.3% | -15.5% |
| All | -11.8% | +36.0% | -47.7% | -15.5% |
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 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