+75.9%
AG vs BIDU
-44.7%
+120.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -0.1% | -2.4% | +2.4% | +0.5% |
| 30D | +12.5% | -16.0% | +28.4% | +18.2% |
| 3M | +28.2% | -24.0% | +52.2% | +38.1% |
| 6M | -18.8% | -24.9% | +6.0% | -11.8% |
| YTD | +27.4% | -29.6% | +56.9% | +40.0% |
| 1Y | +132.2% | -15.2% | +147.3% | +138.7% |
| 3Y | +286.9% | -32.2% | +319.0% | +307.3% |
| All | +75.9% | -44.7% | +120.6% | +87.2% |
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 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