-20.9%
BAX vs BUD
+49.3%
-70.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +12.1% | +4.5% | +7.7% | +9.3% |
| 30D | +7.6% | +12.5% | -4.9% | +0.7% |
| 3M | -4.5% | 0.0% | -4.5% | -4.8% |
| 6M | +52.0% | +3.8% | +48.2% | +48.1% |
| YTD | +35.1% | +33.1% | +2.1% | +12.3% |
| 1Y | +43.7% | +35.5% | +8.2% | +18.2% |
| 3Y | -20.9% | +49.4% | -70.3% | -34.2% |
| All | -20.9% | +49.3% | -70.3% | -34.2% |
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