+803.5%
APD vs BIDU
+1,407.1%
-603.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -1.6% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | +2.1% | -10.5% | +12.6% | +3.7% |
| 3M | +7.2% | -26.2% | +33.4% | +12.0% |
| 6M | +11.2% | -16.4% | +27.6% | +13.2% |
| YTD | +24.4% | -23.9% | +48.3% | +28.0% |
| 1Y | +6.7% | +1.3% | +5.4% | +3.7% |
| 3Y | +9.2% | -32.1% | +41.3% | +11.0% |
| 5Y | +27.4% | -39.0% | +66.3% | +24.4% |
| 10Y | +164.8% | -44.0% | +208.9% | +143.6% |
| All | +803.5% | +1,407.1% | -603.6% | +375.8% |
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