+80.4%
IBM vs BUD
+49.3%
+31.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -5.0% | +4.5% | -9.4% | -5.5% |
| 30D | +11.1% | +12.5% | -1.4% | +9.3% |
| 3M | +5.7% | 0.0% | +5.7% | +5.5% |
| 6M | +10.1% | +3.8% | +6.3% | +9.3% |
| YTD | -15.6% | +33.1% | -48.7% | -20.4% |
| 1Y | -19.5% | +35.5% | -55.0% | -24.4% |
| 3Y | +80.4% | +49.4% | +31.0% | +64.1% |
| All | +80.4% | +49.3% | +31.0% | +64.1% |
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