+273.7%
NKE vs BUD
+201.1%
+72.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -8.6% | -5.7% | -2.9% | -6.6% |
| 3M | -11.0% | +3.1% | -14.2% | -12.1% |
| 6M | -33.2% | +7.9% | -41.1% | -35.4% |
| YTD | -38.1% | +27.3% | -65.5% | -43.8% |
| 1Y | -47.4% | +37.8% | -85.2% | -53.6% |
| 3Y | -59.8% | +49.8% | -109.6% | -66.3% |
| 5Y | -74.2% | +43.8% | -118.1% | -78.3% |
| 10Y | -23.5% | -22.6% | -0.8% | -24.8% |
| All | +273.7% | +201.1% | +72.6% | +112.1% |
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