-39.8%
BABA vs BUD
+51.6%
-91.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -13.8% | +1.0% | -14.8% | -14.2% |
| 30D | -15.1% | +6.7% | -21.8% | -18.0% |
| 3M | -22.7% | +5.7% | -28.4% | -25.2% |
| 6M | -34.7% | +5.8% | -40.5% | -37.2% |
| YTD | -35.0% | +34.4% | -69.4% | -45.7% |
| 1Y | -40.4% | +33.3% | -73.7% | -50.1% |
| 3Y | +21.9% | +48.8% | -26.9% | -8.5% |
| All | -39.8% | +51.6% | -91.4% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling