-64.2%
BAX vs BUD
+51.6%
-115.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | +4.1% | +6.7% | -2.6% | +1.0% |
| 3M | -4.5% | +5.7% | -10.3% | -7.1% |
| 6M | +49.2% | +5.8% | +43.4% | +45.0% |
| YTD | +35.2% | +34.4% | +0.8% | +16.9% |
| 1Y | +38.3% | +33.3% | +5.0% | +20.0% |
| 3Y | -19.0% | +48.8% | -67.9% | -32.1% |
| All | -64.2% | +51.6% | -115.8% | -70.9% |
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