-87.5%
BB vs BUD
+214.6%
-302.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.0% |
| 7D | +3.8% | +4.5% | -0.7% | +1.7% |
| 30D | -0.3% | +12.5% | -12.9% | -5.9% |
| 3M | -0.5% | 0.0% | -0.4% | -1.3% |
| 6M | +45.9% | +3.8% | +42.1% | +41.3% |
| YTD | +130.6% | +33.1% | +97.6% | +98.2% |
| 1Y | +89.2% | +35.5% | +53.7% | +60.8% |
| 3Y | +137.5% | +49.4% | +88.1% | +89.3% |
| 5Y | -20.9% | +48.0% | -69.0% | -37.1% |
| 10Y | +25.4% | -8.6% | +34.0% | +12.8% |
| All | -87.5% | +214.6% | -302.1% | -93.3% |
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 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