-18.3%
AMRZ vs BIDU
+10.8%
-29.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.0% | +2.7% | -3.4% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -9.8% | -15.6% | +5.8% | -8.2% |
| 3M | -17.2% | -22.3% | +5.1% | -14.8% |
| 6M | -26.9% | -22.3% | -4.7% | -25.3% |
| YTD | -21.5% | -29.2% | +7.7% | -19.1% |
| 1Y | -22.9% | -14.8% | -8.1% | -24.1% |
| All | -18.3% | +10.8% | -29.1% | -23.8% |
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