+163.6%
W vs BUD
-2.8%
+166.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -7.6% | -5.7% | -1.9% | -4.8% |
| 3M | +37.2% | +3.1% | +34.0% | +34.5% |
| 6M | +26.3% | +7.9% | +18.4% | +20.2% |
| YTD | -1.0% | +27.3% | -28.3% | -14.5% |
| 1Y | +20.1% | +37.8% | -17.7% | -0.5% |
| 3Y | +37.8% | +49.8% | -12.1% | +6.7% |
| 5Y | -63.7% | +43.8% | -107.5% | -71.1% |
| 10Y | +156.3% | -22.6% | +179.0% | +126.8% |
| All | +163.6% | -2.8% | +166.4% | +85.9% |
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