+67.1%
ADM vs BIDU
-42.3%
+109.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +1.4% | -2.4% | +3.8% | +1.5% |
| 30D | +8.2% | -16.0% | +24.2% | +9.3% |
| 3M | +8.7% | -24.0% | +32.7% | +10.4% |
| 6M | +29.1% | -24.9% | +53.9% | +30.9% |
| YTD | +53.7% | -29.6% | +83.2% | +56.3% |
| 1Y | +43.2% | -15.2% | +58.4% | +43.3% |
| 3Y | +21.4% | -32.2% | +53.6% | +21.2% |
| 5Y | +67.1% | -43.8% | +110.9% | +67.7% |
| All | +67.1% | -42.3% | +109.4% | +67.7% |
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