+500.0%
APP vs BIDU
-62.3%
+562.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +8.7% |
| 7D | +71.2% | +7.2% | +64.1% | +66.7% |
| 30D | +39.1% | -4.0% | +43.1% | +41.7% |
| 3M | +16.5% | -25.1% | +41.7% | +30.3% |
| 6M | -16.6% | -41.8% | +25.2% | +1.7% |
| YTD | -41.9% | -37.3% | -4.6% | -32.2% |
| 1Y | -37.0% | -35.6% | -1.5% | -27.6% |
| 3Y | +892.4% | -24.5% | +916.9% | +892.2% |
| 5Y | +297.3% | -48.3% | +345.6% | +359.2% |
| All | +500.0% | -62.3% | +562.3% | +603.1% |
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