+983.6%
AMT vs BIDU
+1,407.1%
-423.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.1% | -1.7% |
| 7D | -0.2% | +2.4% | -2.6% | -0.6% |
| 30D | +4.6% | -10.5% | +15.1% | +6.1% |
| 3M | -8.4% | -26.2% | +17.8% | -4.7% |
| 6M | -6.0% | -16.4% | +10.4% | -4.5% |
| YTD | +2.1% | -23.9% | +26.0% | +4.8% |
| 1Y | -6.4% | +1.3% | -7.7% | -8.9% |
| 3Y | +8.1% | -32.1% | +40.1% | +9.2% |
| 5Y | -31.9% | -39.0% | +7.0% | -33.8% |
| 10Y | +97.1% | -44.0% | +141.2% | +80.0% |
| All | +983.6% | +1,407.1% | -423.5% | +428.3% |
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