+396.7%
BAC vs BUD
+214.6%
+182.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -1.2% | +4.5% | -5.6% | -3.5% |
| 30D | -7.7% | +12.5% | -20.2% | -13.3% |
| 3M | -21.2% | 0.0% | -21.1% | -21.7% |
| 6M | -6.8% | +3.8% | -10.6% | -9.7% |
| YTD | -8.7% | +33.1% | -41.8% | -22.9% |
| 1Y | -5.3% | +35.5% | -40.8% | -20.9% |
| 3Y | +87.4% | +49.4% | +38.0% | +43.6% |
| 5Y | +18.9% | +48.0% | -29.1% | -10.4% |
| 10Y | +273.3% | -8.6% | +281.9% | +233.1% |
| All | +396.7% | +214.6% | +182.1% | +114.4% |
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