-25.6%
AR vs BIDU
-48.3%
+22.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.8% |
| 7D | +6.4% | -2.3% | +8.7% | +6.8% |
| 30D | +3.1% | -7.3% | +10.4% | +4.3% |
| 3M | +3.3% | -26.0% | +29.2% | +8.1% |
| 6M | +6.6% | -44.5% | +51.1% | +16.7% |
| YTD | +12.3% | -40.6% | +52.9% | +20.2% |
| 1Y | +12.3% | -39.8% | +52.1% | +19.7% |
| 3Y | +50.4% | -26.7% | +77.2% | +50.0% |
| 5Y | +101.0% | -54.5% | +155.5% | +107.2% |
| 10Y | +57.5% | -52.4% | +109.8% | +41.6% |
| All | -25.6% | -48.3% | +22.7% | -34.8% |
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 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