+11,320.8%
AMZN vs BIDU
+1,407.1%
+9,913.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.2% | -1.3% |
| 7D | -3.0% | +2.4% | -5.4% | -3.6% |
| 30D | -5.2% | -10.5% | +5.3% | -2.6% |
| 3M | +1.9% | -26.2% | +28.1% | +10.0% |
| 6M | +19.2% | -16.4% | +35.6% | +23.5% |
| YTD | +12.0% | -23.9% | +35.9% | +17.9% |
| 1Y | +9.7% | +1.3% | +8.4% | +5.2% |
| 3Y | +87.2% | -32.1% | +119.3% | +93.1% |
| 5Y | +48.7% | -39.0% | +87.6% | +46.1% |
| 10Y | +569.3% | -44.0% | +613.4% | +510.0% |
| All | +11,320.8% | +1,407.1% | +9,913.7% | +4,409.8% |
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 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