+22.3%
BABA vs BUD
-3.5%
+25.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.9% |
| 7D | +8.6% | +7.1% | +1.4% | +5.8% |
| 30D | -1.1% | +12.7% | -13.8% | -5.7% |
| 3M | -15.9% | 0.0% | -15.9% | -16.1% |
| 6M | -17.5% | +7.6% | -25.1% | -20.4% |
| YTD | -25.6% | +35.0% | -60.6% | -34.7% |
| 1Y | -33.8% | +37.6% | -71.4% | -42.5% |
| 3Y | +34.6% | +51.5% | -16.9% | +10.7% |
| 5Y | -27.7% | +50.2% | -77.9% | -40.6% |
| 10Y | +17.7% | -7.2% | +24.9% | +10.8% |
| All | +22.3% | -3.5% | +25.8% | +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