+2.3%
BAH vs BUD
+37.1%
-34.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.7% |
| 30D | +17.3% | +10.0% | +7.2% | +15.8% |
| 3M | +14.9% | +1.6% | +13.3% | +13.6% |
| 6M | +14.2% | +6.5% | +7.7% | +13.0% |
| YTD | +5.1% | +34.8% | -29.7% | +0.7% |
| All | +2.3% | +37.1% | -34.8% | -3.0% |
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 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