+275.2%
ADP vs BIDU
-49.1%
+324.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -5.7% | -5.2% | -0.5% | -5.2% |
| 30D | -1.4% | -14.5% | +13.1% | +0.1% |
| 3M | +16.6% | -22.9% | +39.4% | +19.5% |
| 6M | +24.9% | -27.8% | +52.8% | +28.2% |
| YTD | +5.6% | -30.7% | +36.2% | +8.5% |
| 1Y | -6.0% | -15.8% | +9.8% | -6.4% |
| 3Y | +14.5% | -33.2% | +47.7% | +15.4% |
| 5Y | +47.9% | -44.8% | +92.7% | +47.0% |
| All | +275.2% | -49.1% | +324.3% | +229.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling