+8,620.9%
ASML vs BIDU
+1,140.5%
+7,480.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.2% |
| 7D | -9.0% | +7.2% | -16.2% | -10.8% |
| 30D | -21.0% | -4.0% | -16.9% | -20.0% |
| 3M | -16.3% | -25.1% | +8.8% | -9.7% |
| 6M | -7.5% | -41.8% | +34.2% | +6.5% |
| YTD | +34.0% | -37.3% | +71.3% | +50.7% |
| 1Y | +39.3% | -35.6% | +74.8% | +54.8% |
| 3Y | +128.9% | -24.5% | +153.3% | +135.3% |
| 5Y | +76.1% | -48.3% | +124.3% | +88.8% |
| 10Y | +1,428.4% | -51.2% | +1,479.6% | +1,471.0% |
| All | +8,620.9% | +1,140.5% | +7,480.5% | +4,804.8% |
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