+54.3%
AR vs BIDU
-51.3%
+105.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +7.4% | -4.6% | +11.9% | +8.2% |
| 30D | +5.8% | -4.5% | +10.3% | +6.4% |
| 3M | +5.2% | -25.4% | +30.6% | +9.9% |
| 6M | +5.4% | -48.1% | +53.5% | +16.8% |
| YTD | +12.4% | -40.2% | +52.6% | +20.1% |
| 1Y | +12.8% | -35.2% | +48.0% | +18.5% |
| 3Y | +47.2% | -27.1% | +74.3% | +46.7% |
| 5Y | +101.1% | -54.2% | +155.3% | +107.7% |
| All | +54.3% | -51.3% | +105.7% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling