-25.2%
AFRM vs BIDU
-61.8%
+36.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | +3.6% |
| 7D | +3.1% | -2.4% | +5.5% | +4.1% |
| 30D | -4.2% | -15.6% | +11.4% | +4.5% |
| 3M | +10.1% | -22.3% | +32.4% | +24.9% |
| 6M | +39.4% | -22.3% | +61.7% | +54.8% |
| YTD | -3.2% | -29.2% | +26.0% | +10.7% |
| 1Y | -16.1% | -14.8% | -1.3% | -17.0% |
| 3Y | +220.8% | -31.8% | +252.6% | +238.6% |
| 5Y | -17.7% | -43.1% | +25.4% | -5.1% |
| All | -25.2% | -61.8% | +36.6% | +0.2% |
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