-16.9%
ACI vs BIDU
-34.6%
+17.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +3.8% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | +20.9% | -7.5% | +28.4% | +20.3% |
| 3M | +15.2% | -28.6% | +43.8% | +13.2% |
| 6M | -13.3% | -36.9% | +23.6% | -15.1% |
| YTD | -16.2% | -38.4% | +22.3% | -17.6% |
| 1Y | -16.9% | -35.7% | +18.8% | -17.4% |
| All | -16.9% | -34.6% | +17.8% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling