+38.6%
ALB vs BIDU
-51.3%
+90.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -5.8% | -4.6% | -1.2% | -4.3% |
| 30D | -4.5% | -4.5% | 0.0% | -3.0% |
| 3M | -28.1% | -25.4% | -2.7% | -21.4% |
| 6M | -53.2% | -48.1% | -5.1% | -42.6% |
| YTD | -33.3% | -40.2% | +6.9% | -22.8% |
| 1Y | -17.4% | -35.2% | +17.8% | -7.3% |
| 3Y | -14.1% | -27.1% | +13.0% | -10.6% |
| 5Y | -64.0% | -54.2% | -9.8% | -59.6% |
| All | +38.6% | -51.3% | +90.0% | +29.7% |
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 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