+66.5%
AG vs BIDU
-49.1%
+115.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.4% |
| 7D | -5.8% | -5.2% | -0.6% | -4.5% |
| 30D | +6.4% | -14.5% | +20.9% | +10.8% |
| 3M | +28.4% | -22.9% | +51.3% | +36.8% |
| 6M | -24.5% | -27.8% | +3.4% | -17.7% |
| YTD | +21.2% | -30.7% | +51.9% | +32.6% |
| 1Y | +114.1% | -15.8% | +129.9% | +120.3% |
| 3Y | +268.0% | -33.2% | +301.3% | +290.0% |
| 5Y | +67.3% | -44.8% | +112.1% | +75.0% |
| All | +66.5% | -49.1% | +115.6% | +54.6% |
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