-29.9%
IT vs BUD
+36.8%
-66.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.3% |
| 7D | -9.1% | +0.8% | -9.9% | -9.2% |
| 30D | -7.0% | -4.8% | -2.2% | -6.9% |
| 3M | +7.6% | +1.4% | +6.3% | +8.3% |
| 6M | +2.1% | +9.9% | -7.7% | +3.9% |
| YTD | -31.6% | +26.3% | -57.9% | -33.2% |
| All | -29.9% | +36.8% | -66.7% | -30.8% |
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 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