-49.3%
COMP vs BUD
+43.0%
-92.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +11.6% |
| 7D | +13.4% | +4.5% | +9.0% | +10.5% |
| 30D | +11.1% | +12.5% | -1.4% | +3.5% |
| 3M | -18.8% | 0.0% | -18.8% | -19.1% |
| 6M | +10.5% | +3.8% | +6.7% | +7.5% |
| YTD | -3.4% | +33.1% | -36.5% | -19.2% |
| 1Y | +19.7% | +35.5% | -15.8% | -1.1% |
| 3Y | +381.6% | +49.4% | +332.2% | +253.9% |
| 5Y | -17.6% | +48.0% | -65.6% | -43.2% |
| All | -49.3% | +43.0% | -92.4% | -68.4% |
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 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