+152.3%
ACN vs BIDU
-51.3%
+203.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -3.8% | -4.6% | +0.7% | -3.2% |
| 30D | +16.5% | -4.5% | +21.1% | +17.2% |
| 3M | +41.5% | -25.4% | +66.8% | +46.9% |
| 6M | +60.1% | -48.1% | +108.1% | +74.4% |
| YTD | -3.9% | -40.2% | +36.2% | +1.4% |
| 1Y | +4.1% | -35.2% | +39.3% | +8.2% |
| 3Y | -15.9% | -27.1% | +11.3% | -16.9% |
| 5Y | -26.3% | -54.2% | +27.9% | -24.5% |
| All | +152.3% | -51.3% | +203.7% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling