-89.6%
AIG vs BIDU
+1,294.4%
-1,384.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -1.4% | -2.4% | +1.0% | -0.9% |
| 30D | -3.3% | -16.0% | +12.6% | +0.3% |
| 3M | +2.2% | -24.0% | +26.2% | +8.0% |
| 6M | -2.1% | -24.9% | +22.7% | +2.6% |
| YTD | -11.2% | -29.6% | +18.4% | -6.3% |
| 1Y | -2.1% | -15.2% | +13.0% | -2.6% |
| 3Y | +34.4% | -32.2% | +66.5% | +35.4% |
| 5Y | +53.7% | -43.8% | +97.5% | +48.1% |
| 10Y | +64.4% | -49.5% | +113.9% | +46.2% |
| All | -89.6% | +1,294.4% | -1,384.0% | -95.7% |
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 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