+8,204.1%
ASML vs BIDU
+1,104.2%
+7,099.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.2% | -9.0% |
| 7D | -19.0% | +1.1% | -20.1% | -19.3% |
| 30D | -25.9% | -8.7% | -17.2% | -24.0% |
| 3M | -19.1% | -28.5% | +9.4% | -11.6% |
| 6M | -5.7% | -37.0% | +31.3% | +6.2% |
| YTD | +27.6% | -39.2% | +66.8% | +44.6% |
| 1Y | +30.8% | -35.6% | +66.3% | +45.3% |
| 3Y | +116.2% | -27.5% | +143.7% | +124.8% |
| 5Y | +67.7% | -49.8% | +117.4% | +81.2% |
| 10Y | +1,355.3% | -52.6% | +1,407.9% | +1,407.9% |
| All | +8,204.1% | +1,104.2% | +7,099.8% | +4,607.8% |
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 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