-31.3%
BAH vs BUD
+50.2%
-81.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +2.0% | -5.7% | +7.7% | +2.5% |
| 3M | -7.6% | +3.1% | -10.7% | -7.9% |
| 6M | -5.7% | +7.9% | -13.5% | -6.2% |
| YTD | -11.7% | +27.3% | -39.1% | -14.1% |
| 1Y | -27.4% | +37.8% | -65.2% | -30.0% |
| All | -31.3% | +50.2% | -81.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling