+474.2%
ADM vs BIDU
+1,076.2%
-602.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | -14.7% | -7.3% | -7.4% | -13.8% |
| 3M | -10.4% | -26.0% | +15.5% | -6.5% |
| 6M | -10.9% | -44.5% | +33.6% | -3.2% |
| YTD | +26.0% | -40.6% | +66.6% | +34.4% |
| 1Y | +26.5% | -39.8% | +66.3% | +34.3% |
| 3Y | +8.2% | -26.7% | +34.9% | +8.4% |
| 5Y | +24.0% | -54.5% | +78.5% | +26.4% |
| 10Y | +128.4% | -52.4% | +180.7% | +113.6% |
| All | +474.2% | +1,076.2% | -602.0% | +217.7% |
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 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