+44.6%
AU vs BIDU
-34.6%
+79.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.5% | +3.5% | +6.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | -7.0% | -7.5% | +0.6% | -4.6% |
| 3M | +8.5% | -28.6% | +37.1% | +20.0% |
| 6M | -1.3% | -36.9% | +35.6% | +14.4% |
| YTD | +6.8% | -38.4% | +45.2% | +22.5% |
| 1Y | +44.6% | -35.7% | +80.3% | +64.5% |
| All | +44.6% | -34.6% | +79.2% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling