+40.6%
ALB vs BIDU
-51.7%
+92.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | -3.6% | -2.3% | -1.3% | -2.8% |
| 30D | -2.9% | -7.3% | +4.4% | -0.4% |
| 3M | -25.8% | -26.0% | +0.1% | -18.7% |
| 6M | -53.6% | -44.5% | -9.0% | -44.4% |
| YTD | -32.4% | -40.6% | +8.2% | -21.6% |
| 1Y | -13.0% | -39.8% | +26.8% | -0.2% |
| 3Y | -15.0% | -26.7% | +11.7% | -11.6% |
| 5Y | -63.5% | -54.5% | -9.0% | -59.0% |
| All | +40.6% | -51.7% | +92.2% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling