+45.8%
ADP vs BIDU
-44.5%
+90.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -3.1% |
| 7D | -5.5% | -2.4% | -3.0% | -5.4% |
| 30D | -1.2% | -15.6% | +14.4% | -0.4% |
| 3M | +17.9% | -22.3% | +40.2% | +19.2% |
| 6M | +20.3% | -22.3% | +42.6% | +21.3% |
| YTD | +5.8% | -29.2% | +35.0% | +7.1% |
| 1Y | -7.7% | -14.8% | +7.1% | -8.2% |
| 3Y | +14.7% | -31.8% | +46.5% | +15.1% |
| 5Y | +45.8% | -43.1% | +88.9% | +43.5% |
| All | +45.8% | -44.5% | +90.2% | +43.5% |
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