-27.6%
AAL vs BIDU
+911.5%
-939.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.3% |
| 7D | -0.1% | -4.6% | +4.5% | +1.4% |
| 30D | +11.7% | -4.5% | +16.2% | +13.4% |
| 3M | -12.5% | -25.4% | +12.8% | -4.6% |
| 6M | +3.6% | -48.1% | +51.7% | +25.1% |
| YTD | -14.1% | -40.2% | +26.1% | -1.9% |
| 1Y | +0.8% | -35.2% | +36.0% | +11.8% |
| 3Y | +11.8% | -27.1% | +38.9% | +13.5% |
| 5Y | -35.1% | -54.2% | +19.1% | -29.8% |
| 10Y | -68.3% | -52.0% | -16.2% | -69.6% |
| All | -27.6% | +911.5% | -939.1% | -73.6% |
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