-21.7%
AS vs BIDU
-15.6%
-6.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.1% | -1.8% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | -22.1% | -15.6% | -6.5% | -20.3% |
| 3M | -15.3% | -22.3% | +7.0% | -12.3% |
| 6M | -15.6% | -22.3% | +6.7% | -13.6% |
| YTD | -23.2% | -29.2% | +6.0% | -21.2% |
| 1Y | -21.7% | -14.8% | -6.9% | -21.1% |
| All | -21.7% | -15.6% | -6.1% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling