+663.8%
ATI vs BIDU
+1,083.9%
-420.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | +4.2% | -4.6% | +8.7% | +5.7% |
| 30D | -2.5% | -4.5% | +2.0% | -1.0% |
| 3M | -19.4% | -25.4% | +5.9% | -11.8% |
| 6M | +11.1% | -48.1% | +59.2% | +35.8% |
| YTD | +59.5% | -40.2% | +99.7% | +84.0% |
| 1Y | +85.8% | -35.2% | +121.0% | +107.9% |
| 3Y | +311.9% | -27.1% | +339.0% | +315.2% |
| 5Y | +963.2% | -54.2% | +1,017.4% | +1,015.4% |
| 10Y | +977.6% | -52.0% | +1,029.7% | +889.0% |
| All | +663.8% | +1,083.9% | -420.1% | +155.1% |
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