+15.6%
NYT vs BUD
+34.7%
-19.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.6% | -2.6% | +2.0% | -0.4% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | -9.6% | -4.9% | -4.7% | -9.4% |
| 6M | -14.0% | +9.3% | -23.3% | -13.6% |
| YTD | -2.8% | +24.0% | -26.8% | -5.3% |
| 1Y | +15.6% | +34.5% | -18.9% | +11.8% |
| All | +15.6% | +34.7% | -19.1% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling