-20.3%
AMRZ vs BIDU
-7.0%
-13.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | -1.6% |
| 7D | -4.0% | -2.3% | -1.7% | -3.7% |
| 30D | +12.4% | -7.3% | +19.7% | +13.4% |
| 3M | -11.5% | -26.0% | +14.4% | -8.3% |
| 6M | -21.6% | -44.5% | +22.9% | -15.9% |
| YTD | -23.4% | -40.6% | +17.2% | -19.3% |
| 1Y | -17.2% | -39.8% | +22.6% | -13.2% |
| All | -20.3% | -7.0% | -13.2% | -24.0% |
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 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