+24.8%
BAX vs BUD
+201.1%
-176.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -5.5% | -5.7% | +0.2% | -3.7% |
| 3M | +33.5% | +3.1% | +30.4% | +32.3% |
| 6M | +35.9% | +7.9% | +28.0% | +32.5% |
| YTD | +35.4% | +27.3% | +8.0% | +24.9% |
| 1Y | +9.8% | +37.8% | -28.1% | -1.1% |
| 3Y | -32.7% | +49.8% | -82.6% | -40.6% |
| 5Y | -65.6% | +43.8% | -109.4% | -69.7% |
| 10Y | -34.9% | -22.6% | -12.3% | -33.6% |
| All | +24.8% | +201.1% | -176.3% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling