-68.9%
S vs BUD
+48.8%
-117.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -13.4% | +4.5% | -17.9% | -14.7% |
| 30D | -14.0% | +12.5% | -26.5% | -17.6% |
| 3M | +4.9% | 0.0% | +4.9% | +4.3% |
| 6M | +42.0% | +3.8% | +38.2% | +39.2% |
| YTD | +45.1% | +33.1% | +12.1% | +28.6% |
| 1Y | +33.1% | +35.5% | -2.4% | +16.9% |
| 3Y | +40.6% | +49.4% | -8.8% | +14.9% |
| All | -68.9% | +48.8% | -117.7% | -76.4% |
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