-29.3%
AGI vs BIDU
-27.2%
-2.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | -5.4% | -5.2% | -0.1% | -4.0% |
| 30D | +6.6% | -14.5% | +21.1% | +11.1% |
| 3M | +8.2% | -22.9% | +31.1% | +16.7% |
| 6M | -29.3% | -27.8% | -1.5% | -19.7% |
| All | -29.3% | -27.2% | -2.1% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling