+39.8%
BKNG vs BUD
+43.8%
-4.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -10.7% | -3.2% | -7.5% | -10.2% |
| 30D | -18.1% | -3.7% | -14.4% | -17.6% |
| 3M | +8.5% | -4.4% | +13.0% | +9.3% |
| 6M | -0.1% | +7.7% | -7.8% | -1.0% |
| YTD | -18.2% | +23.1% | -41.3% | -21.1% |
| 1Y | -19.9% | +33.6% | -53.5% | -23.7% |
| All | +39.8% | +43.8% | -4.0% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling