+25.9%
IT vs BUD
+5.3%
+20.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -2.8% |
| 7D | -16.9% | +4.5% | -21.4% | -19.4% |
| 30D | +2.3% | +12.5% | -10.2% | -5.8% |
| 3M | +2.9% | 0.0% | +2.9% | +1.9% |
| 6M | +25.9% | +3.8% | +22.1% | +24.2% |
| All | +25.9% | +5.3% | +20.6% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling