-22.5%
BB vs BUD
+48.8%
-71.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.0% |
| 7D | +3.8% | +4.5% | -0.7% | +1.8% |
| 30D | -0.3% | +12.5% | -12.9% | -5.9% |
| 3M | -0.5% | 0.0% | -0.4% | -1.2% |
| 6M | +45.9% | +3.8% | +42.1% | +41.4% |
| YTD | +130.6% | +33.1% | +97.6% | +94.3% |
| 1Y | +89.2% | +35.5% | +53.7% | +57.2% |
| 3Y | +137.5% | +49.4% | +88.1% | +79.1% |
| All | -22.5% | +48.8% | -71.3% | -46.3% |
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