+984.1%
ACN vs BIDU
+1,407.1%
-423.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.9% |
| 7D | -1.5% | +2.4% | -3.9% | -1.9% |
| 30D | +9.4% | -10.5% | +19.8% | +11.0% |
| 3M | +5.6% | -26.2% | +31.9% | +10.0% |
| 6M | -9.3% | -16.4% | +7.1% | -8.0% |
| YTD | -29.0% | -23.9% | -5.1% | -27.3% |
| 1Y | -24.7% | +1.3% | -25.9% | -27.0% |
| 3Y | -39.8% | -32.1% | -7.7% | -39.2% |
| 5Y | -40.9% | -39.0% | -2.0% | -42.2% |
| 10Y | +91.1% | -44.0% | +135.2% | +78.2% |
| All | +984.1% | +1,407.1% | -423.1% | +571.5% |
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