+296.4%
ARM vs BIDU
-28.6%
+325.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +2.2% |
| 7D | +5.5% | +2.4% | +3.0% | +4.4% |
| 30D | -8.2% | -10.5% | +2.3% | -4.0% |
| 3M | -35.9% | -26.2% | -9.7% | -27.1% |
| 6M | +103.1% | -16.4% | +119.5% | +118.5% |
| YTD | +130.6% | -23.9% | +154.5% | +156.4% |
| 1Y | +86.1% | +1.3% | +84.8% | +83.3% |
| All | +296.4% | -28.6% | +325.0% | +324.4% |
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