+63.0%
AME vs BIDU
-27.4%
+90.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | +5.9% | -4.6% | +10.4% | +6.2% |
| 30D | -1.9% | -4.5% | +2.6% | -1.6% |
| 3M | -5.4% | -25.4% | +20.0% | -3.4% |
| 6M | +4.9% | -48.1% | +53.0% | +10.0% |
| YTD | +18.5% | -40.2% | +58.7% | +22.5% |
| 1Y | +25.5% | -35.2% | +60.7% | +29.1% |
| 3Y | +63.0% | -27.1% | +90.1% | +62.1% |
| All | +63.0% | -27.4% | +90.4% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling