+256.8%
BNY vs BUD
+43.7%
+213.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | +1.4% | -3.7% | +5.1% | +2.6% |
| 3M | +16.8% | -4.4% | +21.2% | +18.1% |
| 6M | +42.0% | +7.7% | +34.3% | +37.3% |
| YTD | +41.9% | +23.1% | +18.9% | +30.0% |
| 1Y | +59.2% | +33.6% | +25.6% | +41.1% |
| 3Y | +290.9% | +44.7% | +246.2% | +223.7% |
| All | +256.8% | +43.7% | +213.1% | +197.3% |
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