+433.0%
AME vs BIDU
-48.7%
+481.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +1.7% | -8.1% | +9.9% | +2.9% |
| 30D | -6.4% | -12.8% | +6.4% | -4.9% |
| 3M | +7.1% | -21.3% | +28.4% | +10.2% |
| 6M | +8.2% | -27.0% | +35.1% | +12.0% |
| YTD | +18.2% | -30.0% | +48.2% | +22.7% |
| 1Y | +26.7% | -18.3% | +45.0% | +27.9% |
| 3Y | +60.7% | -33.8% | +94.5% | +63.7% |
| 5Y | +91.6% | -44.3% | +135.9% | +91.5% |
| All | +433.0% | -48.7% | +481.7% | +379.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling