-39.0%
U vs BUD
+50.3%
-89.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +17.5% | -5.7% | +23.1% | +19.9% |
| 3M | +38.7% | +3.1% | +35.6% | +36.3% |
| 6M | +104.4% | +7.9% | +96.5% | +96.0% |
| YTD | -5.7% | +27.3% | -33.0% | -17.5% |
| 1Y | +3.7% | +37.8% | -34.1% | -13.0% |
| 3Y | +12.3% | +49.8% | -37.5% | -12.2% |
| 5Y | -68.8% | +43.8% | -112.7% | -75.8% |
| All | -39.0% | +50.3% | -89.4% | -51.7% |
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