+171.7%
ADM vs BIDU
-49.1%
+220.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +3.0% | -5.2% | +8.2% | +3.5% |
| 30D | +8.7% | -14.5% | +23.2% | +10.3% |
| 3M | +7.6% | -22.9% | +30.5% | +10.2% |
| 6M | +26.9% | -27.8% | +54.7% | +30.4% |
| YTD | +54.3% | -30.7% | +85.0% | +58.8% |
| 1Y | +45.7% | -15.8% | +61.5% | +45.9% |
| 3Y | +21.9% | -33.2% | +55.1% | +23.2% |
| 5Y | +67.2% | -44.8% | +111.9% | +67.3% |
| All | +171.7% | -49.1% | +220.8% | +146.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling