+367.0%
BBY vs BUD
+201.1%
+166.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +6.8% | -5.7% | +12.5% | +9.0% |
| 3M | +28.9% | +3.1% | +25.7% | +27.3% |
| 6M | +37.8% | +7.9% | +29.9% | +33.2% |
| YTD | +38.7% | +27.3% | +11.4% | +25.6% |
| 1Y | +23.7% | +37.8% | -14.1% | +8.5% |
| 3Y | +39.1% | +49.8% | -10.7% | +15.7% |
| 5Y | -0.4% | +43.8% | -44.3% | -17.2% |
| 10Y | +234.0% | -22.6% | +256.6% | +224.3% |
| All | +367.0% | +201.1% | +166.0% | +150.0% |
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