+449.6%
P vs BUD
-2.0%
+451.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +1.8% | -18.2% | -16.9% |
| 7D | -31.9% | +7.1% | -39.0% | -33.6% |
| 30D | -36.5% | +12.7% | -49.2% | -39.4% |
| 3M | +11.6% | 0.0% | +11.6% | +10.4% |
| 6M | +25.2% | +7.6% | +17.6% | +20.1% |
| YTD | +39.4% | +35.0% | +4.4% | +22.1% |
| 1Y | -3.7% | +37.6% | -41.2% | -16.4% |
| 3Y | +167.3% | +51.5% | +115.7% | +115.0% |
| 5Y | +237.3% | +50.2% | +187.1% | +165.2% |
| 10Y | +698.6% | -7.2% | +705.9% | +567.6% |
| All | +449.6% | -2.0% | +451.7% | +329.0% |
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