-29.9%
COMP vs BUD
+46.3%
-76.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -13.3% | -5.7% | -7.7% | -10.1% |
| 3M | +41.1% | +3.1% | +38.0% | +37.7% |
| 6M | +17.2% | +7.9% | +9.3% | +11.6% |
| YTD | +5.2% | +27.3% | -22.1% | -10.8% |
| 1Y | +18.9% | +37.8% | -18.9% | -4.2% |
| 3Y | +215.9% | +49.8% | +166.1% | +120.1% |
| All | -29.9% | +46.3% | -76.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling