-10.9%
DOW vs BUD
+4.2%
-15.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | -6.0% | -1.3% | -4.7% | -5.4% |
| 30D | -2.7% | -6.1% | +3.4% | +0.2% |
| 3M | -10.5% | -3.8% | -6.7% | -9.1% |
| 6M | -12.4% | +8.2% | -20.6% | -17.5% |
| YTD | +30.0% | +23.6% | +6.4% | +13.4% |
| 1Y | +27.8% | +33.4% | -5.6% | +6.6% |
| 3Y | -34.9% | +45.3% | -80.3% | -49.8% |
| 5Y | -35.9% | +44.3% | -80.2% | -52.2% |
| All | -10.9% | +4.2% | -15.1% | -33.7% |
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