-70.8%
S vs BUD
+50.1%
-120.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.2% |
| 7D | +4.1% | -1.6% | +5.6% | +4.5% |
| 30D | -7.2% | +6.7% | -13.8% | -9.5% |
| 3M | 0.0% | +5.9% | -5.9% | -2.3% |
| 6M | +41.6% | +5.1% | +36.6% | +38.2% |
| YTD | +48.6% | +32.9% | +15.7% | +31.6% |
| 1Y | +30.0% | +31.8% | -1.8% | +15.4% |
| 3Y | +42.2% | +47.4% | -5.2% | +16.8% |
| 5Y | -70.8% | +50.8% | -121.6% | -78.1% |
| All | -70.8% | +50.1% | -120.9% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling