-34.4%
BAX vs BUD
-4.5%
-29.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +6.3% | +7.4% | -1.1% | +3.9% |
| 3M | -4.6% | +4.3% | -8.9% | -5.9% |
| 6M | +50.4% | +5.3% | +45.1% | +47.8% |
| YTD | +38.0% | +33.2% | +4.8% | +25.7% |
| 1Y | +44.6% | +31.8% | +12.8% | +32.2% |
| 3Y | -15.1% | +47.8% | -62.9% | -24.5% |
| 5Y | -63.3% | +50.2% | -113.5% | -67.8% |
| 10Y | -34.4% | -4.8% | -29.6% | -37.0% |
| All | -34.4% | -4.5% | -29.9% | -37.0% |
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 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