+2,729.6%
GOOG vs BUD
+217.8%
+2,511.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | -14.9% | +6.7% | -21.6% | -16.9% |
| 3M | -14.9% | +5.7% | -20.6% | -16.7% |
| 6M | -26.6% | +5.8% | -32.4% | -28.4% |
| YTD | -6.6% | +34.4% | -41.0% | -16.4% |
| 1Y | +5.1% | +33.3% | -28.2% | -5.8% |
| 3Y | +121.0% | +48.8% | +72.1% | +86.4% |
| 5Y | +97.3% | +52.5% | +44.8% | +62.5% |
| 10Y | +683.2% | -4.0% | +687.2% | +623.9% |
| All | +2,729.6% | +217.8% | +2,511.8% | +1,512.6% |
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