-27.6%
AR vs BIDU
-46.9%
+19.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.7% |
| 7D | -5.8% | +3.6% | -9.3% | -6.4% |
| 30D | +4.8% | -6.6% | +11.4% | +5.9% |
| 3M | +1.5% | -27.2% | +28.7% | +6.6% |
| 6M | +4.7% | -43.5% | +48.2% | +14.3% |
| YTD | +9.2% | -39.0% | +48.2% | +16.4% |
| 1Y | +11.2% | -39.8% | +50.9% | +18.5% |
| 3Y | +46.2% | -24.8% | +71.0% | +45.1% |
| 5Y | +98.1% | -50.7% | +148.7% | +100.8% |
| 10Y | +54.5% | -51.2% | +105.8% | +38.4% |
| All | -27.6% | -46.9% | +19.3% | -36.9% |
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