-29.3%
AFRM vs BIDU
-66.2%
+36.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -4.0% |
| 7D | -7.3% | +7.2% | -14.5% | -10.9% |
| 30D | -9.6% | -4.0% | -5.5% | -7.3% |
| 3M | -11.1% | -25.1% | +14.1% | +4.0% |
| 6M | +3.9% | -41.8% | +45.6% | +38.0% |
| YTD | -8.5% | -37.3% | +28.8% | +12.3% |
| 1Y | +3.3% | -35.6% | +38.8% | +23.5% |
| 3Y | +213.7% | -24.5% | +238.2% | +199.7% |
| 5Y | -58.5% | -48.3% | -10.3% | -49.2% |
| All | -29.3% | -66.2% | +36.9% | +1.7% |
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 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