I have not found any way to do this. I don't think it's possible with one report. The other responses are unhelpful.

You can compare previous periods with Statement of Activity, but not Budget vs. Actuals, where the "compare previous period" option is taken up by comparing % or $ difference between budget and actuals. Conversely, you can't compare % or $ difference between periods with the SOA report.

My work around is to export reports for each year to Excel then put them side-by-side yourself.