+87.0%
AGG vs BIDU
+1,294.4%
-1,207.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -0.2% | -2.4% | +2.3% | -0.2% |
| 30D | -0.2% | -16.0% | +15.7% | -0.2% |
| 3M | -0.7% | -24.0% | +23.3% | -0.6% |
| 6M | -1.8% | -24.9% | +23.1% | -1.7% |
| YTD | -0.6% | -29.6% | +29.0% | -0.5% |
| 1Y | +0.4% | -15.2% | +15.5% | +0.4% |
| 3Y | +13.2% | -32.2% | +45.3% | +13.2% |
| 5Y | -2.0% | -43.8% | +41.8% | -2.0% |
| 10Y | +15.1% | -49.5% | +64.5% | +15.0% |
| All | +87.0% | +1,294.4% | -1,207.4% | +87.9% |
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