-14.7%
AMRZ vs BIDU
+19.1%
-33.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.9% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | -16.9% | -10.5% | -6.5% | -16.0% |
| 3M | -19.2% | -26.2% | +7.0% | -16.2% |
| 6M | -29.3% | -16.4% | -12.9% | -28.4% |
| YTD | -18.0% | -23.9% | +5.9% | -16.2% |
| 1Y | -15.1% | +1.3% | -16.4% | -19.1% |
| All | -14.7% | +19.1% | -33.8% | -21.1% |
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 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