-4.9%
IR vs BUD
+36.5%
-41.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -15.1% | -5.7% | -9.5% | -13.3% |
| 3M | +6.1% | +3.1% | +2.9% | +4.0% |
| 6M | -16.8% | +7.9% | -24.7% | -20.9% |
| YTD | -3.5% | +27.3% | -30.9% | -15.2% |
| All | -4.9% | +36.5% | -41.4% | -17.4% |
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