+390.5%
GE vs BUD
+48.8%
+341.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | +7.1% | +4.5% | +2.7% | +5.5% |
| 30D | +6.5% | +12.5% | -6.1% | +2.2% |
| 3M | -13.6% | 0.0% | -13.6% | -13.8% |
| 6M | +6.0% | +3.8% | +2.2% | +3.9% |
| YTD | +5.4% | +33.1% | -27.7% | -5.2% |
| 1Y | +6.5% | +35.5% | -29.1% | -5.0% |
| 3Y | +268.6% | +49.4% | +219.2% | +208.1% |
| All | +390.5% | +48.8% | +341.7% | +289.0% |
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