+63.6%
BAM vs BUD
+50.7%
+12.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | -2.9% | -5.7% | +2.7% | -1.6% |
| 3M | +9.4% | +3.1% | +6.3% | +8.1% |
| 6M | +10.8% | +7.9% | +2.9% | +7.8% |
| YTD | -0.4% | +27.3% | -27.8% | -8.0% |
| 1Y | -10.9% | +37.8% | -48.7% | -19.9% |
| All | +63.6% | +50.7% | +12.9% | +36.1% |
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 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