-50.4%
COMP vs BUD
+46.6%
-97.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -8.1% |
| 7D | +7.2% | +6.0% | +1.2% | +3.4% |
| 30D | +6.4% | +11.3% | -4.9% | -0.3% |
| 3M | -19.4% | +3.6% | -23.0% | -21.3% |
| 6M | +14.6% | +7.7% | +6.9% | +9.0% |
| YTD | -5.5% | +36.4% | -41.9% | -22.1% |
| 1Y | +13.7% | +37.8% | -24.2% | -7.1% |
| 3Y | +409.7% | +51.2% | +358.5% | +273.1% |
| 5Y | -17.0% | +53.4% | -70.4% | -43.7% |
| All | -50.4% | +46.6% | -97.0% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling