+61.4%
AFL vs BIDU
-34.9%
+96.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.2% |
| 7D | -3.3% | -5.2% | +1.9% | -3.2% |
| 30D | -5.0% | -14.5% | +9.5% | -4.8% |
| 3M | -1.8% | -22.9% | +21.1% | -1.4% |
| 6M | +4.8% | -27.8% | +32.7% | +5.1% |
| YTD | +5.4% | -30.7% | +36.1% | +5.6% |
| 1Y | +9.0% | -15.8% | +24.8% | +7.9% |
| All | +61.4% | -34.9% | +96.3% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling