+228.9%
ARM vs BIDU
-25.8%
+254.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.4% |
| 7D | -15.2% | +7.2% | -22.4% | -17.8% |
| 30D | -40.7% | -4.0% | -36.7% | -39.5% |
| 3M | -39.1% | -25.1% | -14.0% | -31.4% |
| 6M | -26.4% | -41.8% | +15.4% | -8.3% |
| YTD | +59.7% | -37.3% | +97.1% | +92.3% |
| 1Y | +10.3% | -35.6% | +45.9% | +31.0% |
| 3Y | +228.9% | -24.5% | +253.3% | +241.9% |
| All | +228.9% | -25.8% | +254.7% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling