+0.3%
AGI vs BIDU
-34.6%
+34.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.5% | +6.3% | +9.5% |
| 7D | -5.3% | +1.2% | -6.4% | -5.5% |
| 30D | -7.1% | -7.5% | +0.4% | -5.3% |
| 3M | +4.4% | -28.6% | +33.0% | +12.7% |
| 6M | -23.0% | -36.9% | +13.9% | -13.9% |
| YTD | -22.0% | -38.4% | +16.4% | -12.7% |
| 1Y | +0.3% | -35.7% | +35.9% | +10.9% |
| All | +0.3% | -34.6% | +34.9% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling