-35.0%
AUR vs BIDU
-51.6%
+16.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +11.1% | -2.4% | +13.6% | +12.0% |
| 30D | -6.9% | -16.0% | +9.1% | +0.1% |
| 3M | +5.5% | -24.0% | +29.5% | +18.3% |
| 6M | +41.0% | -24.9% | +65.9% | +59.8% |
| YTD | +69.3% | -29.6% | +98.8% | +95.4% |
| 1Y | +14.0% | -15.2% | +29.2% | +19.1% |
| 3Y | +90.1% | -32.2% | +122.2% | +107.9% |
| 5Y | -34.4% | -43.8% | +9.4% | -30.2% |
| All | -35.0% | -51.6% | +16.6% | -30.8% |
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