+3.9%
W vs BUD
+37.1%
-33.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.2% | +4.3% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +10.5% | +10.0% | +0.5% | +8.5% |
| 3M | +9.6% | +1.6% | +8.0% | +8.9% |
| 6M | +76.4% | +6.5% | +69.9% | +73.4% |
| YTD | +16.4% | +34.8% | -18.4% | -6.7% |
| All | +3.9% | +37.1% | -33.2% | -16.8% |
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