+391.7%
APP vs BIDU
-54.1%
+445.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.8% | +0.6% |
| 7D | +0.9% | +2.4% | -1.5% | -0.1% |
| 30D | -23.3% | -10.5% | -12.8% | -20.1% |
| 3M | -42.6% | -26.2% | -16.4% | -35.8% |
| 6M | -33.6% | -16.4% | -17.2% | -30.3% |
| YTD | -52.4% | -23.9% | -28.6% | -48.6% |
| 1Y | -35.9% | +1.3% | -37.2% | -39.8% |
| 3Y | +642.2% | -32.1% | +674.3% | +685.9% |
| 5Y | +311.1% | -39.0% | +350.0% | +340.9% |
| All | +391.7% | -54.1% | +445.8% | +432.7% |
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