-22.2%
AMAT vs BIDU
-39.3%
+17.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.1% |
| 7D | -14.7% | +7.2% | -21.9% | -16.9% |
| 30D | -36.1% | -4.0% | -32.1% | -35.1% |
| 3M | -36.9% | -25.1% | -11.7% | -29.8% |
| 6M | -22.2% | -41.8% | +19.6% | -6.0% |
| All | -22.2% | -39.3% | +17.1% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling