-53.2%
S vs BUD
+18.4%
-71.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -7.7% | +0.3% | -8.0% | -7.8% |
| 30D | -5.3% | -5.7% | +0.3% | -3.7% |
| 3M | +20.3% | +3.1% | +17.1% | +18.7% |
| 6M | +47.4% | +7.9% | +39.5% | +43.0% |
| YTD | +32.5% | +27.3% | +5.2% | +21.0% |
| 1Y | +9.5% | +37.8% | -28.3% | -3.0% |
| 3Y | +15.5% | +49.8% | -34.3% | -3.7% |
| 5Y | -71.2% | +43.8% | -115.0% | -76.7% |
| All | -53.2% | +18.4% | -71.6% | -64.5% |
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 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