-89.0%
BB vs BUD
+201.1%
-290.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.6% | +0.3% | -5.9% | -5.8% |
| 30D | -11.8% | -5.7% | -6.1% | -9.6% |
| 3M | -25.5% | +3.1% | -28.7% | -27.0% |
| 6M | +121.3% | +7.9% | +113.4% | +111.4% |
| YTD | +103.2% | +27.3% | +75.8% | +79.3% |
| 1Y | +102.6% | +37.8% | +64.8% | +71.6% |
| 3Y | +37.5% | +49.8% | -12.3% | +10.2% |
| 5Y | -30.4% | +43.8% | -74.3% | -43.6% |
| 10Y | 0.0% | -22.6% | +22.6% | -3.3% |
| All | -89.0% | +201.1% | -290.1% | -94.0% |
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