+71.4%
BAC vs BUD
+46.3%
+25.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -0.4% | -5.7% | +5.3% | +1.5% |
| 3M | +16.9% | +3.1% | +13.8% | +15.3% |
| 6M | +26.6% | +7.9% | +18.7% | +22.4% |
| YTD | +15.8% | +27.3% | -11.5% | +4.8% |
| 1Y | +27.2% | +37.8% | -10.6% | +11.3% |
| 3Y | +132.4% | +49.8% | +82.6% | +89.5% |
| All | +71.4% | +46.3% | +25.1% | +40.9% |
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