-11.6%
ABT vs BIDU
-45.6%
+34.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.0% | -5.2% | +0.2% | -4.7% |
| 30D | -5.8% | -14.5% | +8.7% | -5.0% |
| 3M | +16.7% | -22.9% | +39.6% | +18.4% |
| 6M | -5.2% | -27.8% | +22.6% | -3.8% |
| YTD | -16.0% | -30.7% | +14.7% | -14.7% |
| 1Y | -18.3% | -15.8% | -2.4% | -18.6% |
| 3Y | +9.2% | -33.2% | +42.5% | +10.1% |
| 5Y | -11.6% | -44.8% | +33.2% | -10.7% |
| All | -11.6% | -45.6% | +34.0% | -10.7% |
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