-26.4%
ARM vs BIDU
-39.3%
+12.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.3% |
| 7D | -15.2% | +7.2% | -22.4% | -18.1% |
| 30D | -40.7% | -4.0% | -36.7% | -39.4% |
| 3M | -39.1% | -25.1% | -14.0% | -31.1% |
| 6M | -26.4% | -41.8% | +15.4% | -7.9% |
| All | -26.4% | -39.3% | +12.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling