+316.1%
ADP vs BIDU
-52.8%
+368.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +3.2% | +3.6% | -0.4% | +2.8% |
| 30D | +12.8% | -6.6% | +19.3% | +13.5% |
| 3M | +12.3% | -27.2% | +39.5% | +15.9% |
| 6M | +45.4% | -43.5% | +88.9% | +53.6% |
| YTD | +21.4% | -39.0% | +60.4% | +26.3% |
| 1Y | +23.7% | -39.8% | +63.5% | +28.7% |
| 3Y | +43.6% | -24.8% | +68.4% | +41.6% |
| 5Y | +48.7% | -50.7% | +99.4% | +49.8% |
| 10Y | +316.1% | -51.2% | +367.3% | +261.2% |
| All | +316.1% | -52.8% | +368.9% | +261.2% |
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