+7.7%
AVTR vs BIDU
-40.5%
+48.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +3.2% | -2.3% | +5.5% | +3.6% |
| 30D | +0.5% | -7.3% | +7.7% | +1.8% |
| 3M | +12.1% | -26.0% | +38.1% | +18.3% |
| 6M | +91.2% | -44.5% | +135.7% | +112.0% |
| YTD | +36.3% | -40.6% | +76.9% | +47.9% |
| 1Y | +35.2% | -39.8% | +75.0% | +45.9% |
| 3Y | -15.8% | -26.7% | +10.9% | -15.9% |
| 5Y | -58.9% | -54.5% | -4.4% | -56.9% |
| All | +7.7% | -40.5% | +48.3% | -25.7% |
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