+25.2%
P vs BUD
+8.6%
+16.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +1.8% | -18.2% | -14.3% |
| 7D | -31.9% | +7.1% | -39.0% | -25.9% |
| 30D | -36.5% | +12.7% | -49.2% | -28.4% |
| 3M | +11.6% | 0.0% | +11.6% | +15.0% |
| 6M | +25.2% | +7.6% | +17.6% | +34.5% |
| All | +25.2% | +8.6% | +16.6% | +34.5% |
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 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