+91.4%
BAM vs BUD
+52.5%
+38.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +5.0% | +6.0% | -1.1% | +3.2% |
| 30D | +16.6% | +11.3% | +5.3% | +13.2% |
| 3M | +2.2% | +3.6% | -1.3% | +1.0% |
| 6M | +9.7% | +7.7% | +2.0% | +6.9% |
| YTD | +5.2% | +36.4% | -31.1% | -5.2% |
| 1Y | +3.9% | +37.8% | -33.9% | -6.8% |
| 3Y | +91.5% | +51.2% | +40.3% | +62.2% |
| All | +91.4% | +52.5% | +38.9% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling