+162.6%
JPM vs BUD
+48.7%
+113.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -1.1% | -4.8% | +3.7% | -0.5% |
| 3M | +14.1% | +1.4% | +12.8% | +13.8% |
| 6M | +23.3% | +9.9% | +13.4% | +21.2% |
| YTD | +11.3% | +26.3% | -15.1% | +6.8% |
| 1Y | +23.0% | +36.1% | -13.2% | +16.5% |
| 3Y | +162.6% | +48.6% | +114.0% | +138.4% |
| All | +162.6% | +48.7% | +113.9% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling