+91.2%
BKNG vs BUD
+44.8%
+46.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | -10.0% | -2.6% | -7.4% | -9.1% |
| 30D | -18.1% | -1.2% | -16.9% | -17.7% |
| 3M | +6.3% | -4.9% | +11.2% | +8.2% |
| 6M | +0.8% | +9.3% | -8.4% | -2.7% |
| YTD | -18.4% | +24.0% | -42.4% | -25.6% |
| 1Y | -20.4% | +34.5% | -54.9% | -29.8% |
| 3Y | +39.5% | +43.7% | -4.2% | +14.2% |
| All | +91.2% | +44.8% | +46.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling