-56.9%
AFRM vs BIDU
-49.5%
-7.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -7.5% | +5.4% | -12.9% | -10.4% |
| 30D | -15.7% | -5.0% | -10.7% | -13.0% |
| 3M | -9.6% | -26.1% | +16.5% | +7.1% |
| 6M | +6.3% | -42.6% | +48.8% | +43.7% |
| YTD | -8.6% | -38.0% | +29.4% | +13.4% |
| 1Y | -7.6% | -35.7% | +28.1% | +11.0% |
| 3Y | +173.7% | -22.9% | +196.6% | +152.7% |
| 5Y | -56.9% | -49.9% | -7.0% | -40.3% |
| All | -56.9% | -49.5% | -7.4% | -40.3% |
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