+3.2%
AVTR vs BIDU
-23.8%
+27.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -2.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.2% |
| 30D | +12.1% | -10.5% | +22.5% | +14.2% |
| 3M | +57.2% | -26.2% | +83.5% | +65.8% |
| 6M | +73.1% | -16.4% | +89.5% | +76.9% |
| YTD | +30.6% | -23.9% | +54.5% | +35.5% |
| 1Y | +13.5% | +1.3% | +12.2% | +9.6% |
| 3Y | -31.0% | -32.1% | +1.1% | -29.5% |
| 5Y | -63.2% | -39.0% | -24.3% | -63.7% |
| All | +3.2% | -23.8% | +27.0% | -32.0% |
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