-2.5%
IBM vs BUD
+36.8%
-39.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +0.3% | -5.7% | +5.9% | +0.1% |
| 3M | -21.6% | +3.1% | -24.7% | -21.4% |
| 6M | -4.7% | +7.9% | -12.6% | -5.9% |
| YTD | -19.1% | +27.3% | -46.4% | -22.6% |
| 1Y | -2.5% | +37.8% | -40.3% | -4.9% |
| All | -2.5% | +36.8% | -39.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling