-22.4%
BX vs BUD
+33.8%
-56.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.6% |
| 7D | -5.7% | -1.3% | -4.3% | -5.6% |
| 30D | -8.9% | -6.1% | -2.7% | -9.0% |
| 3M | +8.4% | -3.8% | +12.1% | +7.7% |
| 6M | +18.9% | +8.2% | +10.8% | +17.2% |
| YTD | -13.6% | +23.6% | -37.2% | -15.8% |
| 1Y | -22.4% | +33.4% | -55.9% | -23.8% |
| All | -22.4% | +33.8% | -56.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling