+400.4%
ALAB vs BIDU
-5.0%
+405.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.1% | +5.7% | +7.6% |
| 7D | +7.2% | +2.4% | +4.8% | +6.0% |
| 30D | -2.5% | -10.5% | +8.0% | +3.1% |
| 3M | -13.3% | -26.2% | +12.9% | +1.7% |
| 6M | +172.8% | -16.4% | +189.2% | +195.7% |
| YTD | +86.6% | -23.9% | +110.5% | +114.0% |
| 1Y | +65.2% | +1.3% | +63.9% | +68.4% |
| All | +400.4% | -5.0% | +405.4% | +393.9% |
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 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