+384.7%
AGI vs BIDU
-44.1%
+428.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -2.7% | -8.1% | +5.4% | -1.5% |
| 30D | +7.2% | -12.8% | +20.1% | +9.3% |
| 3M | +4.3% | -21.3% | +25.5% | +7.6% |
| 6M | -27.1% | -27.0% | -0.1% | -23.9% |
| YTD | -6.6% | -30.0% | +23.4% | -2.2% |
| 1Y | +9.5% | -18.3% | +27.8% | +11.5% |
| 3Y | +208.4% | -33.8% | +242.3% | +216.8% |
| All | +384.7% | -44.1% | +428.8% | +380.9% |
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 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