-24.3%
AA vs BIDU
+1,083.9%
-1,108.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | +0.5% | -4.6% | +5.1% | +2.1% |
| 30D | -0.6% | -4.5% | +4.0% | +1.0% |
| 3M | -19.7% | -25.4% | +5.7% | -11.5% |
| 6M | -41.6% | -48.1% | +6.5% | -27.4% |
| YTD | -24.6% | -40.2% | +15.6% | -11.9% |
| 1Y | +4.9% | -35.2% | +40.1% | +19.0% |
| 3Y | +66.8% | -27.1% | +93.9% | +75.4% |
| 5Y | -19.4% | -54.2% | +34.8% | -7.2% |
| 10Y | +43.1% | -52.0% | +95.1% | +50.9% |
| All | -24.3% | +1,083.9% | -1,108.2% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling