+433.9%
BA vs BUD
+219.3%
+214.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -3.6% |
| 7D | -0.1% | +7.1% | -7.2% | -4.1% |
| 30D | -9.1% | +12.7% | -21.8% | -15.5% |
| 3M | -28.2% | 0.0% | -28.2% | -28.6% |
| 6M | -23.1% | +7.6% | -30.7% | -27.4% |
| YTD | -20.6% | +35.0% | -55.6% | -34.7% |
| 1Y | -12.7% | +37.6% | -50.3% | -29.3% |
| 3Y | -11.6% | +51.5% | -63.1% | -35.0% |
| 5Y | -23.1% | +50.2% | -73.4% | -44.3% |
| 10Y | +34.4% | -7.2% | +41.6% | +15.4% |
| All | +433.9% | +219.3% | +214.6% | +140.7% |
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 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