+584.6%
ADM vs BIDU
+1,407.1%
-822.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.4% |
| 7D | +3.8% | +2.4% | +1.3% | +3.4% |
| 30D | +9.8% | -10.5% | +20.2% | +11.4% |
| 3M | +2.1% | -26.2% | +28.3% | +6.5% |
| 6M | +27.5% | -16.4% | +43.9% | +29.7% |
| YTD | +50.2% | -23.9% | +74.1% | +54.5% |
| 1Y | +40.6% | +1.3% | +39.3% | +36.9% |
| 3Y | +17.2% | -32.1% | +49.3% | +19.1% |
| 5Y | +61.9% | -39.0% | +100.9% | +57.3% |
| 10Y | +159.3% | -44.0% | +203.3% | +137.4% |
| All | +584.6% | +1,407.1% | -822.5% | +265.1% |
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 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