-7.4%
ABT vs BIDU
-54.4%
+47.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | -4.6% | +3.3% | -1.0% |
| 30D | +6.0% | -4.5% | +10.6% | +6.3% |
| 3M | -1.9% | -25.4% | +23.5% | -0.3% |
| 6M | +31.2% | -48.1% | +79.3% | +36.1% |
| YTD | -11.2% | -40.2% | +29.0% | -9.1% |
| 1Y | -14.0% | -35.2% | +21.3% | -12.5% |
| 3Y | +20.7% | -27.1% | +47.8% | +19.7% |
| All | -7.4% | -54.4% | +47.0% | -5.3% |
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