-74.7%
NKE vs BUD
+44.8%
-119.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | -4.2% | -2.6% | -1.5% | -3.2% |
| 30D | -8.2% | -1.2% | -7.0% | -7.7% |
| 3M | -19.1% | -4.9% | -14.2% | -17.7% |
| 6M | -32.6% | +9.3% | -41.9% | -35.4% |
| YTD | -40.7% | +24.0% | -64.7% | -46.2% |
| 1Y | -48.9% | +34.5% | -83.4% | -55.2% |
| 3Y | -59.2% | +43.7% | -102.9% | -66.5% |
| All | -74.7% | +44.8% | -119.5% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling