+193.1%
APD vs BIDU
-51.3%
+244.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +3.8% | -4.6% | +8.4% | +4.4% |
| 30D | +8.2% | -4.5% | +12.7% | +8.7% |
| 3M | +4.3% | -25.4% | +29.6% | +7.7% |
| 6M | +4.7% | -48.1% | +52.8% | +12.7% |
| YTD | +31.5% | -40.2% | +71.7% | +38.2% |
| 1Y | +23.5% | -35.2% | +58.8% | +28.2% |
| 3Y | +29.1% | -27.1% | +56.2% | +29.1% |
| 5Y | +15.9% | -54.2% | +70.1% | +18.8% |
| All | +193.1% | -51.3% | +244.5% | +168.3% |
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 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