-3.5%
BAC vs BUD
+35.8%
-39.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.2% |
| 7D | +2.1% | +6.0% | -4.0% | +1.6% |
| 30D | -6.7% | +11.3% | -18.0% | -7.5% |
| 3M | -20.2% | +3.6% | -23.8% | -20.4% |
| 6M | -0.2% | +7.7% | -7.9% | -1.1% |
| YTD | -6.4% | +36.4% | -42.7% | -12.7% |
| All | -3.5% | +35.8% | -39.3% | -9.8% |
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