-97.7%
AMC vs BIDU
-51.5%
-46.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | +2.6% | +7.2% | -4.5% | +1.1% |
| 30D | +9.0% | -4.0% | +13.0% | +10.2% |
| 3M | +22.2% | -25.1% | +47.3% | +30.5% |
| 6M | +91.5% | -41.8% | +133.2% | +116.0% |
| YTD | +101.3% | -37.3% | +138.6% | +122.4% |
| 1Y | +20.8% | -35.6% | +56.3% | +32.3% |
| 3Y | -71.3% | -24.5% | -46.9% | -71.0% |
| 5Y | -99.2% | -48.3% | -51.0% | -99.2% |
| 10Y | -98.7% | -51.2% | -47.5% | -98.9% |
| All | -97.7% | -51.5% | -46.2% | -98.1% |
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