+534.4%
C vs BUD
+201.1%
+333.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +0.3% | +3.4% | +3.5% |
| 30D | +0.1% | -5.7% | +5.7% | +3.3% |
| 3M | +2.4% | +3.1% | -0.7% | 0.0% |
| 6M | +24.9% | +7.9% | +17.1% | +18.1% |
| YTD | +19.8% | +27.3% | -7.5% | +1.8% |
| 1Y | +44.9% | +37.8% | +7.1% | +16.9% |
| 3Y | +263.0% | +49.8% | +213.1% | +167.0% |
| 5Y | +129.5% | +43.8% | +85.7% | +68.1% |
| 10Y | +291.6% | -22.6% | +314.2% | +286.0% |
| All | +534.4% | +201.1% | +333.3% | +117.4% |
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