+489.3%
ADSK vs BIDU
+1,272.6%
-783.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | -10.9% | -5.2% | -5.7% | -9.8% |
| 30D | -15.9% | -14.5% | -1.4% | -12.7% |
| 3M | -4.4% | -22.9% | +18.5% | +1.5% |
| 6M | -16.6% | -27.8% | +11.2% | -10.9% |
| YTD | -28.5% | -30.7% | +2.2% | -23.5% |
| 1Y | -34.6% | -15.8% | -18.8% | -34.8% |
| 3Y | -3.5% | -33.2% | +29.8% | -1.6% |
| 5Y | -25.6% | -44.8% | +19.2% | -25.7% |
| 10Y | +216.6% | -50.3% | +266.8% | +203.7% |
| All | +489.3% | +1,272.6% | -783.3% | +177.1% |
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