+304.9%
AU vs BIDU
+1,294.4%
-989.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.6% | -2.4% | +3.1% | +1.0% |
| 30D | +12.3% | -16.0% | +28.3% | +15.2% |
| 3M | +29.4% | -24.0% | +53.4% | +34.5% |
| 6M | +3.2% | -24.9% | +28.1% | +7.6% |
| YTD | +31.8% | -29.6% | +61.4% | +38.3% |
| 1Y | +83.4% | -15.2% | +98.6% | +85.7% |
| 3Y | +623.1% | -32.2% | +655.3% | +641.3% |
| 5Y | +700.5% | -43.8% | +744.3% | +709.8% |
| 10Y | +717.6% | -49.5% | +767.0% | +694.8% |
| All | +304.9% | +1,294.4% | -989.5% | +113.6% |
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