+13.7%
COMP vs BUD
+38.6%
-25.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -8.0% |
| 7D | +7.2% | +6.0% | +1.2% | +3.7% |
| 30D | +6.4% | +11.3% | -4.9% | +0.3% |
| 3M | -19.4% | +3.6% | -23.0% | -21.5% |
| 6M | +14.6% | +7.7% | +6.9% | +8.8% |
| YTD | -5.5% | +36.4% | -41.9% | -17.4% |
| 1Y | +13.7% | +37.8% | -24.2% | +1.4% |
| All | +13.7% | +38.6% | -25.0% | +1.4% |
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 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