+767.4%
GOOG vs BUD
-22.8%
+790.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | -3.6% | -3.7% | +0.1% | -2.5% |
| 3M | -6.4% | -4.4% | -2.0% | -5.3% |
| 6M | +7.8% | +7.7% | +0.1% | +4.9% |
| YTD | +5.5% | +23.1% | -17.6% | -1.6% |
| 1Y | +38.3% | +33.6% | +4.6% | +25.4% |
| 3Y | +143.1% | +44.7% | +98.4% | +110.0% |
| 5Y | +135.0% | +44.9% | +90.1% | +99.8% |
| All | +767.4% | -22.8% | +790.2% | +744.9% |
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