+26.1%
JBL vs BUD
+33.8%
-7.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.0% |
| 7D | +6.3% | +1.0% | +5.3% | +6.5% |
| 30D | -13.5% | +6.7% | -20.2% | -13.1% |
| 3M | -31.3% | +5.7% | -37.0% | -31.1% |
| 6M | -28.4% | +5.8% | -34.2% | -28.6% |
| YTD | +11.6% | +34.4% | -22.8% | +3.3% |
| 1Y | +26.1% | +33.3% | -7.2% | +16.9% |
| All | +26.1% | +33.8% | -7.6% | +16.9% |
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