+851.5%
APD vs BIDU
+1,108.5%
-257.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -0.8% | -0.3% | -1.0% |
| 30D | +11.0% | -5.4% | +16.4% | +11.9% |
| 3M | +2.6% | -24.7% | +27.3% | +7.0% |
| 6M | +4.8% | -45.3% | +50.1% | +14.7% |
| YTD | +31.0% | -39.0% | +69.9% | +39.5% |
| 1Y | +23.4% | -39.6% | +62.9% | +31.2% |
| 3Y | +28.4% | -24.7% | +53.1% | +27.9% |
| 5Y | +15.2% | -52.3% | +67.5% | +17.3% |
| 10Y | +190.7% | -51.1% | +241.7% | +172.5% |
| All | +851.5% | +1,108.5% | -257.0% | +418.6% |
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