+877.7%
BLK vs BUD
+198.8%
+678.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -3.1% | -4.8% | +1.7% | -1.0% |
| 3M | +10.7% | +1.4% | +9.3% | +9.5% |
| 6M | +15.9% | +9.9% | +6.0% | +10.1% |
| YTD | +4.0% | +26.3% | -22.3% | -7.8% |
| 1Y | +1.3% | +36.1% | -34.9% | -13.5% |
| 3Y | +69.6% | +48.6% | +21.0% | +35.5% |
| 5Y | +33.8% | +45.0% | -11.2% | +6.2% |
| 10Y | +276.2% | -23.1% | +299.3% | +285.0% |
| All | +877.7% | +198.8% | +678.9% | +338.8% |
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