+171.3%
APD vs BIDU
-50.4%
+221.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | -0.3% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -1.9% | -15.6% | +13.8% | -0.1% |
| 3M | +8.2% | -22.3% | +30.5% | +11.2% |
| 6M | +10.7% | -22.3% | +33.0% | +13.2% |
| YTD | +22.9% | -29.2% | +52.1% | +26.7% |
| 1Y | +5.8% | -14.8% | +20.6% | +5.8% |
| 3Y | +7.8% | -31.8% | +39.6% | +8.9% |
| 5Y | +26.1% | -43.1% | +69.2% | +25.6% |
| All | +171.3% | -50.4% | +221.7% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling