+68.8%
ALB vs BIDU
-18.3%
+87.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.7% |
| 7D | -7.6% | -5.2% | -2.4% | -6.7% |
| 30D | -5.6% | -14.5% | +8.9% | -2.6% |
| 3M | -16.8% | -22.9% | +6.0% | -12.1% |
| 6M | -26.3% | -27.8% | +1.5% | -21.0% |
| YTD | -13.2% | -30.7% | +17.4% | -5.4% |
| 1Y | +68.8% | -15.8% | +84.6% | +79.7% |
| All | +68.8% | -18.3% | +87.1% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling