+530.0%
BAC vs BUD
+201.1%
+328.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -0.4% | -5.7% | +5.3% | +2.5% |
| 3M | +16.9% | +3.1% | +13.8% | +14.5% |
| 6M | +26.6% | +7.9% | +18.7% | +20.5% |
| YTD | +15.8% | +27.3% | -11.5% | +0.6% |
| 1Y | +27.2% | +37.8% | -10.6% | +5.5% |
| 3Y | +132.4% | +49.8% | +82.6% | +78.0% |
| 5Y | +72.6% | +43.8% | +28.7% | +32.1% |
| 10Y | +389.7% | -22.6% | +412.4% | +383.5% |
| All | +530.0% | +201.1% | +328.9% | +179.5% |
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 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