+2,229.1%
AME vs BIDU
+1,407.1%
+822.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.8% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | -6.7% | -10.5% | +3.8% | -5.0% |
| 3M | +4.1% | -26.2% | +30.3% | +9.3% |
| 6M | +1.6% | -16.4% | +18.0% | +3.8% |
| YTD | +16.1% | -23.9% | +40.0% | +20.3% |
| 1Y | +27.3% | +1.3% | +26.0% | +23.8% |
| 3Y | +50.9% | -32.1% | +82.9% | +53.5% |
| 5Y | +81.4% | -39.0% | +120.3% | +76.0% |
| 10Y | +417.0% | -44.0% | +461.0% | +371.4% |
| All | +2,229.1% | +1,407.1% | +822.0% | +1,104.6% |
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