+47.3%
ADP vs BIDU
-49.5%
+96.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.1% | +5.4% | -4.3% | +0.8% |
| 30D | +11.5% | -5.0% | +16.5% | +11.8% |
| 3M | +12.0% | -26.1% | +38.2% | +13.8% |
| 6M | +43.8% | -42.6% | +86.4% | +47.7% |
| YTD | +20.1% | -38.0% | +58.0% | +22.4% |
| 1Y | +22.3% | -35.7% | +58.0% | +24.2% |
| 3Y | +43.3% | -22.9% | +66.2% | +41.2% |
| 5Y | +47.3% | -49.9% | +97.2% | +48.7% |
| All | +47.3% | -49.5% | +96.9% | +48.7% |
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 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