+3,158.7%
GOOGL vs BUD
+201.1%
+2,957.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -6.6% | -5.7% | -0.9% | -4.7% |
| 3M | -8.9% | +3.1% | -12.1% | -10.1% |
| 6M | +11.9% | +7.9% | +4.0% | +8.5% |
| YTD | +8.3% | +27.3% | -19.0% | -0.9% |
| 1Y | +46.2% | +37.8% | +8.4% | +29.8% |
| 3Y | +151.9% | +49.8% | +102.0% | +111.7% |
| 5Y | +137.7% | +43.8% | +93.9% | +99.6% |
| 10Y | +757.6% | -22.6% | +780.2% | +763.0% |
| All | +3,158.7% | +201.1% | +2,957.6% | +1,795.3% |
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