+137.8%
AS vs BIDU
-25.0%
+162.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | +4.5% | +3.6% | +0.9% | +3.6% |
| 30D | +13.2% | -6.6% | +19.8% | +15.1% |
| 3M | -11.9% | -27.2% | +15.3% | -5.2% |
| 6M | -11.6% | -43.5% | +31.9% | +0.7% |
| YTD | -14.7% | -39.0% | +24.3% | -6.3% |
| 1Y | +5.7% | -39.8% | +45.5% | +16.0% |
| All | +137.8% | -25.0% | +162.8% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling