+211.6%
XOM vs BUD
+51.6%
+160.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.4% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | -3.6% | +6.7% | -10.3% | -4.4% |
| 3M | +8.2% | +5.7% | +2.5% | +7.4% |
| 6M | +14.0% | +5.8% | +8.2% | +13.0% |
| YTD | +44.6% | +34.4% | +10.2% | +38.0% |
| 1Y | +47.8% | +33.3% | +14.5% | +41.2% |
| 3Y | +79.6% | +48.8% | +30.8% | +67.1% |
| All | +211.6% | +51.6% | +160.0% | +178.8% |
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 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