-13.6%
BKNG vs BUD
+38.4%
-52.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +8.8% |
| 7D | +15.6% | +3.3% | +12.2% | +14.3% |
| 30D | +8.0% | +11.8% | -3.8% | +4.8% |
| 3M | -11.8% | -1.1% | -10.7% | -12.2% |
| 6M | +3.8% | +14.9% | -11.1% | +1.7% |
| YTD | -19.6% | +32.6% | -52.2% | -27.5% |
| 1Y | -13.6% | +37.2% | -50.8% | -23.9% |
| All | -13.6% | +38.4% | -52.0% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling