-10.5%
APA vs BIDU
+1,407.1%
-1,417.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.2% |
| 7D | +0.5% | +2.4% | -1.9% | -0.1% |
| 30D | +23.4% | -10.5% | +33.9% | +26.2% |
| 3M | +12.7% | -26.2% | +38.9% | +20.2% |
| 6M | +39.4% | -16.4% | +55.8% | +41.8% |
| YTD | +79.0% | -23.9% | +102.8% | +85.1% |
| 1Y | +88.8% | +1.3% | +87.5% | +79.5% |
| 3Y | +6.4% | -32.1% | +38.4% | +8.3% |
| 5Y | +153.0% | -39.0% | +191.9% | +144.7% |
| 10Y | +7.5% | -44.0% | +51.6% | -0.1% |
| All | -10.5% | +1,407.1% | -1,417.7% | -55.9% |
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