-5.9%
BRO vs BUD
+9.8%
-15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.1% |
| 7D | -7.6% | -1.3% | -6.3% | -7.4% |
| 30D | -6.9% | -6.1% | -0.7% | -6.3% |
| 3M | +12.8% | -3.8% | +16.6% | +13.0% |
| 6M | -5.9% | +8.2% | -14.0% | -6.1% |
| All | -5.9% | +9.8% | -15.7% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling