+1,046.8%
AGI vs BIDU
+1,294.4%
-247.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +2.2% | -2.4% | +4.7% | +2.5% |
| 30D | +11.3% | -16.0% | +27.2% | +13.4% |
| 3M | +5.6% | -24.0% | +29.7% | +8.7% |
| 6M | -27.7% | -24.9% | -2.8% | -25.5% |
| YTD | -4.1% | -29.6% | +25.5% | -0.7% |
| 1Y | +13.8% | -15.2% | +28.9% | +14.8% |
| 3Y | +217.0% | -32.2% | +249.2% | +222.5% |
| 5Y | +404.3% | -43.8% | +448.1% | +407.1% |
| 10Y | +400.5% | -49.5% | +450.0% | +390.6% |
| All | +1,046.8% | +1,294.4% | -247.5% | +733.4% |
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