+778.8%
ATI vs BIDU
+1,407.1%
-628.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +1.7% |
| 7D | -0.1% | +2.4% | -2.5% | -0.8% |
| 30D | +2.7% | -10.5% | +13.2% | +6.1% |
| 3M | +16.3% | -26.2% | +42.5% | +27.2% |
| 6M | +30.2% | -16.4% | +46.6% | +35.9% |
| YTD | +83.6% | -23.9% | +107.4% | +96.0% |
| 1Y | +173.0% | +1.3% | +171.7% | +160.2% |
| 3Y | +356.6% | -32.1% | +388.7% | +373.9% |
| 5Y | +1,074.2% | -39.0% | +1,113.2% | +1,014.7% |
| 10Y | +1,136.2% | -44.0% | +1,180.3% | +987.0% |
| All | +778.8% | +1,407.1% | -628.3% | +171.8% |
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