+144.3%
AR vs BIDU
-44.5%
+188.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.1% | 0.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | +12.6% | -15.6% | +28.2% | +14.7% |
| 3M | +10.0% | -22.3% | +32.3% | +13.0% |
| 6M | +0.6% | -22.3% | +22.9% | +2.6% |
| YTD | +13.4% | -29.2% | +42.6% | +16.9% |
| 1Y | +21.7% | -14.8% | +36.5% | +21.5% |
| 3Y | +45.8% | -31.8% | +77.6% | +46.7% |
| 5Y | +144.3% | -43.1% | +187.4% | +148.8% |
| All | +144.3% | -44.5% | +188.7% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling