-24.2%
AR vs BIDU
-33.7%
+9.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.4% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | +14.8% | -10.5% | +25.3% | +16.7% |
| 3M | +6.2% | -26.2% | +32.4% | +11.3% |
| 6M | +4.3% | -16.4% | +20.7% | +5.9% |
| YTD | +14.4% | -23.9% | +38.2% | +17.7% |
| 1Y | +21.3% | +1.3% | +20.1% | +17.4% |
| 3Y | +39.8% | -32.1% | +71.9% | +42.2% |
| 5Y | +142.1% | -39.0% | +181.0% | +136.8% |
| 10Y | +52.0% | -44.0% | +96.1% | +33.5% |
| All | -24.2% | -33.7% | +9.5% | -36.2% |
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