-63.9%
BAX vs BUD
+48.8%
-112.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | +12.1% | +4.5% | +7.7% | +9.8% |
| 30D | +7.6% | +12.5% | -4.9% | +1.9% |
| 3M | -4.5% | 0.0% | -4.5% | -4.7% |
| 6M | +52.0% | +3.8% | +48.2% | +49.0% |
| YTD | +35.1% | +33.1% | +2.1% | +17.4% |
| 1Y | +43.7% | +35.5% | +8.2% | +23.8% |
| 3Y | -20.9% | +49.4% | -70.3% | -33.7% |
| All | -63.9% | +48.8% | -112.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling