-10.8%
DOW vs BUD
+7.4%
-18.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +0.4% | -5.7% | +6.0% | +3.2% |
| 3M | -14.4% | +3.1% | -17.5% | -16.2% |
| 6M | -7.0% | +7.9% | -14.8% | -12.2% |
| YTD | +30.2% | +27.3% | +2.9% | +11.9% |
| 1Y | +29.2% | +37.8% | -8.6% | +6.1% |
| 3Y | -36.7% | +49.8% | -86.6% | -51.9% |
| 5Y | -37.7% | +43.8% | -81.5% | -53.2% |
| All | -10.8% | +7.4% | -18.2% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling