-35.7%
AUR vs BIDU
-51.9%
+16.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +1.4% | -8.1% | +9.5% | +4.9% |
| 30D | -6.4% | -12.8% | +6.4% | -0.9% |
| 3M | +7.7% | -21.3% | +29.0% | +19.0% |
| 6M | +44.5% | -27.0% | +71.5% | +65.8% |
| YTD | +67.4% | -30.0% | +97.5% | +93.9% |
| 1Y | +15.4% | -18.3% | +33.7% | +22.5% |
| 3Y | +94.8% | -33.8% | +128.7% | +115.4% |
| 5Y | -35.1% | -44.3% | +9.2% | -30.7% |
| All | -35.7% | -51.9% | +16.2% | -31.3% |
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