+439.9%
AG vs BIDU
+775.6%
-335.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +5.9% | +0.9% |
| 7D | +4.5% | -2.4% | +6.9% | +5.1% |
| 30D | +12.9% | -15.6% | +28.5% | +18.2% |
| 3M | +20.9% | -22.3% | +43.2% | +28.9% |
| 6M | -19.5% | -22.3% | +2.7% | -13.8% |
| YTD | +24.8% | -29.2% | +54.0% | +36.2% |
| 1Y | +120.2% | -14.8% | +135.1% | +125.6% |
| 3Y | +279.0% | -31.8% | +310.8% | +302.0% |
| 5Y | +67.9% | -43.1% | +111.0% | +74.1% |
| 10Y | +57.5% | -50.6% | +108.1% | +54.2% |
| All | +439.9% | +775.6% | -335.7% | +120.0% |
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