+12.4%
AA vs BIDU
-42.3%
+54.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.6% | -2.4% | +1.8% | 0.0% |
| 30D | -1.6% | -16.0% | +14.4% | +4.5% |
| 3M | -29.8% | -24.0% | -5.8% | -23.0% |
| 6M | -16.6% | -24.9% | +8.2% | -9.2% |
| YTD | -4.0% | -29.6% | +25.5% | +6.8% |
| 1Y | +63.5% | -15.2% | +78.7% | +67.1% |
| 3Y | +86.8% | -32.2% | +118.9% | +100.1% |
| 5Y | +12.4% | -43.8% | +56.1% | +19.1% |
| All | +12.4% | -42.3% | +54.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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