+479.1%
JPM vs BUD
-4.3%
+483.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +1.2% | +6.0% | -4.8% | -1.2% |
| 30D | +2.7% | +11.3% | -8.5% | -1.9% |
| 3M | -4.5% | +3.6% | -8.0% | -6.2% |
| 6M | +14.3% | +7.7% | +6.6% | +9.9% |
| YTD | +8.2% | +36.4% | -28.2% | -6.8% |
| 1Y | +10.0% | +37.8% | -27.8% | -5.8% |
| 3Y | +149.0% | +51.2% | +97.7% | +98.4% |
| 5Y | +131.0% | +53.4% | +77.6% | +78.7% |
| 10Y | +479.1% | -3.2% | +482.3% | +349.4% |
| All | +479.1% | -4.3% | +483.4% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling