-10.3%
BX vs BUD
+33.8%
-44.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +14.2% | +6.7% | +7.6% | +13.5% |
| 3M | -18.7% | +5.7% | -24.4% | -19.4% |
| 6M | +2.5% | +5.8% | -3.3% | +0.9% |
| YTD | -18.8% | +34.4% | -53.2% | -22.7% |
| 1Y | -10.3% | +33.3% | -43.6% | -14.5% |
| All | -10.3% | +33.8% | -44.1% | -14.5% |
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