+37.2%
DIS vs BUD
+49.6%
-12.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | +9.2% | +6.7% | +2.5% | +7.8% |
| 3M | +13.5% | +5.7% | +7.8% | +12.2% |
| 6M | +14.3% | +5.8% | +8.5% | +12.8% |
| YTD | +5.4% | +34.4% | -29.0% | +0.2% |
| 1Y | +12.2% | +33.3% | -21.1% | +6.8% |
| 3Y | +37.2% | +48.8% | -11.6% | +23.3% |
| All | +37.2% | +49.6% | -12.4% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling