+667.6%
ABT vs BIDU
+1,302.3%
-634.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | -2.0% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | -2.1% | -15.6% | +13.5% | -0.8% |
| 3M | +17.4% | -22.3% | +39.7% | +19.7% |
| 6M | -2.4% | -22.3% | +19.9% | -0.9% |
| YTD | -14.2% | -29.2% | +15.0% | -12.4% |
| 1Y | -18.3% | -14.8% | -3.5% | -18.4% |
| 3Y | +11.5% | -31.8% | +43.3% | +12.1% |
| 5Y | -9.9% | -43.1% | +33.2% | -10.5% |
| 10Y | +204.4% | -50.6% | +255.0% | +195.6% |
| All | +667.6% | +1,302.3% | -634.7% | +528.4% |
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