+6.1%
AS vs BIDU
-35.7%
+41.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | 0.0% |
| 7D | +6.9% | +7.2% | -0.2% | +5.7% |
| 30D | +16.0% | -4.0% | +20.0% | +16.7% |
| 3M | -12.8% | -25.1% | +12.3% | -9.1% |
| 6M | -15.4% | -41.8% | +26.4% | -8.2% |
| YTD | -15.7% | -37.3% | +21.6% | -12.3% |
| 1Y | +6.1% | -35.6% | +41.6% | +9.3% |
| All | +6.1% | -35.7% | +41.7% | +9.3% |
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