+816.9%
ALB vs BIDU
+1,407.1%
-590.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.5% | -5.6% |
| 7D | -8.1% | +2.4% | -10.5% | -8.8% |
| 30D | +6.3% | -10.5% | +16.7% | +9.1% |
| 3M | -23.6% | -26.2% | +2.6% | -17.6% |
| 6M | -24.6% | -16.4% | -8.2% | -21.9% |
| YTD | -10.3% | -23.9% | +13.6% | -4.9% |
| 1Y | +61.5% | +1.3% | +60.2% | +56.2% |
| 3Y | -34.0% | -32.1% | -1.9% | -29.9% |
| 5Y | -44.6% | -39.0% | -5.6% | -43.4% |
| 10Y | +76.1% | -44.0% | +120.1% | +72.2% |
| All | +816.9% | +1,407.1% | -590.2% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling