-14.9%
ALB vs BIDU
-23.6%
+8.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | +5.3% | +3.6% | +1.7% | +3.9% |
| 30D | -6.3% | -6.6% | +0.3% | -3.8% |
| 3M | -27.4% | -27.2% | -0.2% | -18.8% |
| 6M | -53.1% | -43.5% | -9.6% | -42.4% |
| YTD | -32.3% | -39.0% | +6.7% | -20.4% |
| 1Y | -7.3% | -39.8% | +32.5% | +8.8% |
| 3Y | -14.9% | -24.8% | +9.8% | -18.8% |
| All | -14.9% | -23.6% | +8.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling