+3,143.6%
GOOG vs BUD
+201.1%
+2,942.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -6.8% | -5.7% | -1.2% | -5.0% |
| 3M | -9.1% | +3.1% | -12.2% | -10.3% |
| 6M | +10.7% | +7.9% | +2.8% | +7.4% |
| YTD | +7.1% | +27.3% | -20.3% | -2.1% |
| 1Y | +44.6% | +37.8% | +6.8% | +28.3% |
| 3Y | +147.4% | +49.8% | +97.6% | +107.9% |
| 5Y | +133.8% | +43.8% | +90.0% | +96.3% |
| 10Y | +777.5% | -22.6% | +800.2% | +783.6% |
| All | +3,143.6% | +201.1% | +2,942.5% | +1,787.4% |
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