+269.7%
NKE vs BUD
+217.8%
+51.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +7.6% | +6.7% | +0.9% | +5.1% |
| 3M | -6.9% | +5.7% | -12.6% | -8.8% |
| 6M | -8.5% | +5.8% | -14.3% | -10.7% |
| YTD | -38.8% | +34.4% | -73.2% | -45.6% |
| 1Y | -40.6% | +33.3% | -73.8% | -47.0% |
| 3Y | -60.9% | +48.8% | -109.7% | -67.2% |
| 5Y | -75.4% | +52.5% | -127.9% | -79.7% |
| 10Y | -13.5% | -4.0% | -9.5% | -21.6% |
| All | +269.7% | +217.8% | +51.9% | +105.5% |
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