+9.2%
AWK vs BIDU
-33.9%
+43.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | -0.1% |
| 7D | +0.6% | -2.4% | +3.1% | +0.5% |
| 30D | +4.3% | -16.0% | +20.2% | +3.7% |
| 3M | +12.5% | -24.0% | +36.5% | +11.6% |
| 6M | +3.3% | -24.9% | +28.2% | +2.6% |
| YTD | +9.8% | -29.6% | +39.3% | +9.0% |
| 1Y | +2.9% | -15.2% | +18.1% | +1.8% |
| All | +9.2% | -33.9% | +43.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling