-20.9%
AFRM vs BIDU
-40.6%
+19.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -5.0% |
| 7D | -7.0% | +2.4% | -9.4% | -8.4% |
| 30D | -7.8% | -10.5% | +2.7% | -2.4% |
| 3M | +5.3% | -26.2% | +31.5% | +24.1% |
| 6M | +42.6% | -16.4% | +59.0% | +52.3% |
| YTD | -2.8% | -23.9% | +21.1% | +7.1% |
| 1Y | -19.3% | +1.3% | -20.6% | -29.3% |
| 3Y | +231.0% | -32.1% | +263.1% | +256.1% |
| All | -20.9% | -40.6% | +19.7% | +3.7% |
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