+40.9%
AR vs BIDU
-48.3%
+89.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.2% | -2.4% | +1.3% | -0.8% |
| 30D | +5.5% | -16.0% | +21.5% | +8.4% |
| 3M | +12.9% | -24.0% | +36.9% | +17.6% |
| 6M | +0.1% | -24.9% | +24.9% | +3.5% |
| YTD | +13.5% | -29.6% | +43.1% | +18.3% |
| 1Y | +21.6% | -15.2% | +36.7% | +21.4% |
| 3Y | +46.0% | -32.2% | +78.1% | +48.2% |
| 5Y | +143.7% | -43.8% | +187.5% | +142.3% |
| All | +40.9% | -48.3% | +89.2% | +23.5% |
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