-13.3%
IBM vs BUD
+38.4%
-51.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.6% |
| 7D | +0.4% | +3.3% | -2.9% | +0.3% |
| 30D | +14.8% | +11.8% | +2.9% | +14.0% |
| 3M | +8.9% | -1.1% | +10.0% | +8.5% |
| 6M | +12.4% | +14.9% | -2.4% | +11.8% |
| YTD | -12.4% | +32.6% | -45.0% | -22.2% |
| 1Y | -13.3% | +37.2% | -50.4% | -24.0% |
| All | -13.3% | +38.4% | -51.6% | -24.0% |
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