+7.4%
BAH vs BUD
+48.8%
-41.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.2% |
| 7D | -3.5% | +4.5% | -8.0% | -4.2% |
| 30D | +24.3% | +12.5% | +11.7% | +22.1% |
| 3M | +16.3% | 0.0% | +16.3% | +16.1% |
| 6M | +13.6% | +3.8% | +9.8% | +12.8% |
| YTD | +3.5% | +33.1% | -29.6% | -1.1% |
| 1Y | +2.7% | +35.5% | -32.8% | -2.2% |
| 3Y | -26.6% | +49.4% | -76.0% | -31.3% |
| All | +7.4% | +48.8% | -41.4% | -2.9% |
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