-65.2%
AAL vs BIDU
-49.1%
-16.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -0.9% | -5.2% | +4.3% | +0.5% |
| 30D | -16.0% | -14.5% | -1.5% | -12.6% |
| 3M | -4.2% | -22.9% | +18.6% | +2.1% |
| 6M | +15.7% | -27.8% | +43.5% | +24.6% |
| YTD | -16.2% | -30.7% | +14.5% | -9.4% |
| 1Y | +0.2% | -15.8% | +16.0% | +0.8% |
| 3Y | -8.1% | -33.2% | +25.1% | -4.6% |
| 5Y | -32.2% | -44.8% | +12.6% | -30.9% |
| All | -65.2% | -49.1% | -16.1% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling