-26.4%
ALB vs BIDU
-32.1%
+5.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +5.3% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | -1.2% | -15.6% | +14.5% | +4.8% |
| 3M | -13.3% | -22.3% | +9.0% | -5.5% |
| 6M | -19.8% | -22.3% | +2.5% | -13.6% |
| YTD | -7.9% | -29.2% | +21.2% | +2.6% |
| 1Y | +60.2% | -14.8% | +75.0% | +58.6% |
| 3Y | -26.4% | -31.8% | +5.3% | -26.4% |
| All | -26.4% | -32.1% | +5.6% | -26.4% |
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