+346.1%
IBM vs BUD
+215.1%
+131.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +10.1% | +7.4% | +2.7% | +7.4% |
| 3M | +4.8% | +4.3% | +0.5% | +3.1% |
| 6M | +12.6% | +5.3% | +7.3% | +10.2% |
| YTD | -13.9% | +33.2% | -47.1% | -22.5% |
| 1Y | -18.7% | +31.8% | -50.5% | -26.6% |
| 3Y | +81.9% | +47.8% | +34.1% | +55.4% |
| 5Y | +148.3% | +50.2% | +98.2% | +106.7% |
| 10Y | +143.6% | -4.8% | +148.4% | +121.7% |
| All | +346.1% | +215.1% | +131.1% | +184.8% |
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