-43.6%
ACI vs BIDU
-33.5%
-10.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.7% | -3.3% |
| 7D | -2.6% | -2.4% | -0.1% | -2.5% |
| 30D | +1.1% | -15.6% | +16.7% | +1.1% |
| 3M | -23.6% | -22.3% | -1.4% | -23.6% |
| 6M | -29.9% | -22.3% | -7.7% | -29.8% |
| YTD | -26.9% | -29.2% | +2.3% | -26.8% |
| 1Y | -34.2% | -14.8% | -19.4% | -34.9% |
| All | -43.6% | -33.5% | -10.1% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling