+75.5%
ASML vs BIDU
-48.7%
+124.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.1% |
| 7D | -9.0% | +7.2% | -16.2% | -11.0% |
| 30D | -21.0% | -4.0% | -16.9% | -19.9% |
| 3M | -16.3% | -25.1% | +8.8% | -8.7% |
| 6M | -7.5% | -41.8% | +34.2% | +8.9% |
| YTD | +34.0% | -37.3% | +71.3% | +53.3% |
| 1Y | +39.3% | -35.6% | +74.8% | +57.3% |
| 3Y | +128.9% | -24.5% | +153.3% | +134.7% |
| All | +75.5% | -48.7% | +124.2% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling