-68.6%
AAL vs BIDU
-51.3%
-17.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | -0.1% | -4.6% | +4.5% | +1.2% |
| 30D | +11.7% | -4.5% | +16.2% | +13.2% |
| 3M | -12.5% | -25.4% | +12.8% | -5.5% |
| 6M | +3.6% | -48.1% | +51.7% | +22.9% |
| YTD | -14.1% | -40.2% | +26.1% | -3.2% |
| 1Y | +0.8% | -35.2% | +36.0% | +10.6% |
| 3Y | +11.8% | -27.1% | +38.9% | +12.9% |
| 5Y | -35.1% | -54.2% | +19.1% | -29.6% |
| All | -68.6% | -51.3% | -17.2% | -73.0% |
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