+1,091.6%
ATI vs BIDU
-49.1%
+1,140.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.3% |
| 7D | -2.7% | -5.2% | +2.5% | -1.4% |
| 30D | -13.5% | -14.5% | +1.0% | -10.3% |
| 3M | +8.5% | -22.9% | +31.4% | +15.2% |
| 6M | +25.2% | -27.8% | +53.0% | +34.4% |
| YTD | +73.4% | -30.7% | +104.1% | +87.0% |
| 1Y | +160.5% | -15.8% | +176.3% | +163.8% |
| 3Y | +347.3% | -33.2% | +380.5% | +364.6% |
| 5Y | +1,049.0% | -44.8% | +1,093.8% | +1,061.7% |
| All | +1,091.6% | -49.1% | +1,140.7% | +925.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling