+158.6%
AWK vs BIDU
-51.3%
+209.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +0.1% | -4.6% | +4.7% | +0.3% |
| 30D | +14.3% | -4.5% | +18.8% | +14.4% |
| 3M | +10.3% | -25.4% | +35.6% | +11.0% |
| 6M | +18.9% | -48.1% | +67.0% | +20.9% |
| YTD | +17.7% | -40.2% | +57.9% | +19.0% |
| 1Y | +16.9% | -35.2% | +52.1% | +17.7% |
| 3Y | +32.2% | -27.1% | +59.3% | +31.2% |
| 5Y | -2.2% | -54.2% | +52.0% | -1.9% |
| All | +158.6% | -51.3% | +209.9% | +138.9% |
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