-12.3%
AMRZ vs BIDU
-34.6%
+22.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.7% | +4.6% |
| 7D | +10.3% | +1.2% | +9.1% | +10.1% |
| 30D | +18.7% | -7.5% | +26.2% | +19.8% |
| 3M | -14.6% | -28.6% | +13.9% | -11.3% |
| 6M | -12.9% | -36.9% | +24.0% | -8.2% |
| YTD | -17.4% | -38.4% | +21.1% | -13.4% |
| 1Y | -12.3% | -35.7% | +23.3% | -9.0% |
| All | -12.3% | -34.6% | +22.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling