+197.1%
ABT vs BIDU
-48.7%
+245.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -5.9% | -8.1% | +2.2% | -5.1% |
| 30D | -8.1% | -12.8% | +4.7% | -7.0% |
| 3M | +14.5% | -21.3% | +35.8% | +16.8% |
| 6M | -6.3% | -27.0% | +20.7% | -4.1% |
| YTD | -17.1% | -30.0% | +12.9% | -15.1% |
| 1Y | -21.4% | -18.3% | -3.1% | -21.3% |
| 3Y | +5.9% | -33.8% | +39.8% | +7.0% |
| 5Y | -12.8% | -44.3% | +31.5% | -13.2% |
| All | +197.1% | -48.7% | +245.8% | +180.2% |
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 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