-5.0%
AA vs BIDU
+1,407.1%
-1,412.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | +5.0% | -10.5% | +15.5% | +8.7% |
| 3M | -35.8% | -26.2% | -9.6% | -29.2% |
| 6M | -18.4% | -16.4% | -2.0% | -14.7% |
| YTD | -5.5% | -23.9% | +18.4% | +1.8% |
| 1Y | +61.0% | +1.3% | +59.7% | +55.0% |
| 3Y | +66.2% | -32.1% | +98.3% | +79.4% |
| 5Y | +11.4% | -39.0% | +50.4% | +15.9% |
| 10Y | +116.9% | -44.0% | +160.9% | +116.0% |
| All | -5.0% | +1,407.1% | -1,412.1% | -58.2% |
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