-11.6%
AMCR vs BIDU
-44.1%
+32.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -6.3% | -8.1% | +1.8% | -5.4% |
| 30D | -7.8% | -12.8% | +5.0% | -6.5% |
| 3M | +7.5% | -21.3% | +28.8% | +10.2% |
| 6M | +2.7% | -27.0% | +29.7% | +5.9% |
| YTD | +6.0% | -30.0% | +36.1% | +9.4% |
| 1Y | +7.8% | -18.3% | +26.0% | +8.5% |
| 3Y | +5.8% | -33.8% | +39.6% | +7.1% |
| All | -11.6% | -44.1% | +32.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling