+30.0%
P vs BUD
+5.3%
+24.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +1.9% |
| 7D | -23.8% | +4.5% | -28.3% | -19.2% |
| 30D | -36.6% | +12.5% | -49.1% | -29.0% |
| 3M | +10.9% | 0.0% | +10.9% | +13.4% |
| 6M | +30.0% | +3.8% | +26.2% | +39.1% |
| All | +30.0% | +5.3% | +24.7% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling