+448.6%
C vs BUD
+219.3%
+229.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.9% | -6.1% |
| 7D | -5.3% | +7.1% | -12.4% | -9.1% |
| 30D | -7.3% | +12.7% | -20.0% | -13.8% |
| 3M | -13.5% | 0.0% | -13.5% | -14.1% |
| 6M | -6.5% | +7.6% | -14.1% | -11.6% |
| YTD | +3.6% | +35.0% | -31.4% | -15.3% |
| 1Y | +18.9% | +37.6% | -18.7% | -4.1% |
| 3Y | +205.0% | +51.5% | +153.4% | +122.8% |
| 5Y | +109.4% | +50.2% | +59.1% | +49.7% |
| 10Y | +232.9% | -7.2% | +240.1% | +190.8% |
| All | +448.6% | +219.3% | +229.3% | +80.7% |
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