+969.7%
AWK vs BIDU
+182.6%
+787.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | +1.7% | +2.4% | -0.7% | +1.6% |
| 30D | +5.6% | -10.5% | +16.0% | +6.2% |
| 3M | +15.9% | -26.2% | +42.1% | +17.9% |
| 6M | +4.6% | -16.4% | +21.0% | +5.3% |
| YTD | +10.1% | -23.9% | +33.9% | +11.3% |
| 1Y | +2.1% | +1.3% | +0.8% | +0.5% |
| 3Y | +9.8% | -32.1% | +41.9% | +10.3% |
| 5Y | -15.4% | -39.0% | +23.6% | -16.6% |
| 10Y | +129.4% | -44.0% | +173.5% | +117.8% |
| All | +969.7% | +182.6% | +787.1% | +633.6% |
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