-32.3%
AMT vs BIDU
-44.5%
+12.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +0.4% |
| 7D | -0.2% | -2.4% | +2.3% | 0.0% |
| 30D | +1.8% | -15.6% | +17.5% | +2.9% |
| 3M | -6.2% | -22.3% | +16.1% | -4.7% |
| 6M | -5.0% | -22.3% | +17.3% | -3.8% |
| YTD | +2.1% | -29.2% | +31.2% | +3.8% |
| 1Y | -5.7% | -14.8% | +9.1% | -5.9% |
| 3Y | +7.9% | -31.8% | +39.7% | +8.7% |
| 5Y | -32.3% | -43.1% | +10.8% | -33.5% |
| All | -32.3% | -44.5% | +12.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling