+11.5%
APD vs BIDU
-27.7%
+39.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -1.4% |
| 7D | -2.2% | +2.4% | -4.6% | -2.4% |
| 30D | +2.1% | -10.5% | +12.6% | +3.1% |
| 3M | +7.2% | -26.2% | +33.4% | +10.2% |
| 6M | +11.2% | -16.4% | +27.6% | +12.5% |
| YTD | +24.4% | -23.9% | +48.3% | +26.7% |
| 1Y | +6.7% | +1.3% | +5.4% | +3.8% |
| All | +11.5% | -27.7% | +39.1% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling