-46.7%
RUN vs BUD
+33.5%
-80.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -3.4% | -3.2% | -0.2% | -3.1% |
| 30D | -14.0% | -3.7% | -10.3% | -13.7% |
| 3M | -27.5% | -4.4% | -23.0% | -27.1% |
| 6M | -29.0% | +7.7% | -36.7% | -31.5% |
| YTD | -53.1% | +23.1% | -76.2% | -51.3% |
| 1Y | -46.7% | +33.6% | -80.4% | -39.8% |
| All | -46.7% | +33.5% | -80.2% | -39.8% |
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