-25.4%
ACN vs BIDU
-52.2%
+26.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -4.0% | -0.8% | -3.2% | -3.9% |
| 30D | +19.0% | -5.4% | +24.4% | +19.6% |
| 3M | +42.2% | -24.7% | +66.9% | +46.0% |
| 6M | +50.1% | -45.3% | +95.4% | +58.8% |
| YTD | -2.7% | -39.0% | +36.2% | +0.9% |
| 1Y | +7.6% | -39.6% | +47.1% | +11.5% |
| 3Y | -15.9% | -24.7% | +8.8% | -17.5% |
| All | -25.4% | -52.2% | +26.8% | -24.3% |
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