-35.9%
AAL vs BIDU
-42.3%
+6.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.3% | -2.4% | +1.2% | -0.8% |
| 30D | -13.7% | -16.0% | +2.2% | -10.4% |
| 3M | -8.2% | -24.0% | +15.8% | -2.6% |
| 6M | +13.1% | -24.9% | +38.0% | +19.3% |
| YTD | -15.6% | -29.6% | +14.0% | -10.1% |
| 1Y | +1.4% | -15.2% | +16.6% | +1.7% |
| 3Y | -7.4% | -32.2% | +24.7% | -5.1% |
| 5Y | -35.9% | -43.8% | +7.8% | -36.1% |
| All | -35.9% | -42.3% | +6.3% | -36.1% |
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