+251.5%
M vs BUD
+214.6%
+36.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.8% |
| 7D | -4.3% | +4.5% | -8.7% | -6.6% |
| 30D | +1.3% | +12.5% | -11.2% | -5.2% |
| 3M | -7.4% | 0.0% | -7.4% | -7.6% |
| 6M | +18.3% | +3.8% | +14.5% | +15.2% |
| YTD | +7.6% | +33.1% | -25.5% | -9.6% |
| 1Y | +17.4% | +35.5% | -18.1% | -2.3% |
| 3Y | +108.4% | +49.4% | +59.0% | +57.8% |
| 5Y | -10.6% | +48.0% | -58.7% | -32.4% |
| 10Y | -3.2% | -8.6% | +5.4% | -15.6% |
| All | +251.5% | +214.6% | +36.9% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling