+82.2%
IBM vs BUD
+49.6%
+32.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | +9.2% | +6.7% | +2.5% | +8.2% |
| 3M | +4.9% | +5.7% | -0.8% | +4.0% |
| 6M | +16.8% | +5.8% | +11.0% | +15.6% |
| YTD | -14.3% | +34.4% | -48.7% | -19.3% |
| 1Y | -16.7% | +33.3% | -50.0% | -21.5% |
| 3Y | +82.2% | +48.8% | +33.4% | +64.2% |
| All | +82.2% | +49.6% | +32.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling