-19.3%
BAX vs BUD
+47.9%
-67.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.4% | -1.6% | +1.9% | +1.2% |
| 30D | +3.4% | +6.7% | -3.2% | -0.3% |
| 3M | -4.5% | +5.9% | -10.3% | -7.6% |
| 6M | +44.0% | +5.1% | +38.9% | +39.4% |
| YTD | +34.9% | +32.9% | +2.0% | +12.1% |
| 1Y | +37.9% | +31.8% | +6.1% | +15.2% |
| All | -19.3% | +47.9% | -67.2% | -33.7% |
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