+96.6%
AMCR vs BIDU
-26.3%
+122.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -5.0% | -5.2% | +0.3% | -4.5% |
| 30D | -8.0% | -14.5% | +6.5% | -6.9% |
| 3M | +14.3% | -22.9% | +37.2% | +16.5% |
| 6M | +5.3% | -27.8% | +33.1% | +7.8% |
| YTD | +7.7% | -30.7% | +38.4% | +10.3% |
| 1Y | +10.8% | -15.8% | +26.7% | +11.3% |
| 3Y | +9.6% | -33.2% | +42.8% | +10.6% |
| 5Y | -10.2% | -44.8% | +34.6% | -10.2% |
| 10Y | +16.5% | -50.3% | +66.7% | +10.0% |
| All | +96.6% | -26.3% | +122.9% | +90.4% |
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