+4,321.8%
ASX vs BIDU
+1,108.5%
+3,213.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +0.8% | -0.8% | +1.7% | +1.1% |
| 30D | -20.4% | -5.4% | -15.0% | -19.3% |
| 3M | -2.1% | -24.7% | +22.6% | +4.7% |
| 6M | +8.2% | -45.3% | +53.5% | +24.8% |
| YTD | +137.3% | -39.0% | +176.2% | +165.2% |
| 1Y | +155.0% | -39.6% | +194.6% | +185.0% |
| 3Y | +397.9% | -24.7% | +422.6% | +410.5% |
| 5Y | +529.2% | -52.3% | +581.6% | +578.9% |
| 10Y | +1,007.5% | -51.1% | +1,058.6% | +1,015.3% |
| All | +4,321.8% | +1,108.5% | +3,213.3% | +2,392.7% |
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