+3,422.6%
AMAT vs BIDU
+1,407.1%
+2,015.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.1% |
| 30D | -14.8% | -10.5% | -4.3% | -12.4% |
| 3M | -9.3% | -26.2% | +16.9% | -1.7% |
| 6M | +27.4% | -16.4% | +43.8% | +32.7% |
| YTD | +77.6% | -23.9% | +101.4% | +89.4% |
| 1Y | +188.9% | +1.3% | +187.7% | +182.5% |
| 3Y | +202.3% | -32.1% | +234.4% | +219.5% |
| 5Y | +248.9% | -39.0% | +287.9% | +256.2% |
| 10Y | +1,585.2% | -44.0% | +1,629.3% | +1,584.3% |
| All | +3,422.6% | +1,407.1% | +2,015.5% | +1,905.5% |
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