+81.0%
BAM vs BUD
+42.4%
+38.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +9.4% | +3.1% | +6.3% | +8.0% |
| 6M | +10.8% | +7.9% | +2.9% | +7.6% |
| YTD | -0.4% | +27.3% | -27.8% | -8.5% |
| 1Y | -10.9% | +37.8% | -48.7% | -20.4% |
| 3Y | +61.3% | +49.8% | +11.4% | +36.0% |
| All | +81.0% | +42.4% | +38.7% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling