+85.9%
AXP vs BIDU
-53.5%
+139.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | +2.7% | -7.3% | +9.9% | +3.6% |
| 3M | -7.3% | -26.0% | +18.7% | -4.0% |
| 6M | +1.8% | -44.5% | +46.3% | +9.0% |
| YTD | -13.1% | -40.6% | +27.5% | -8.3% |
| 1Y | -13.7% | -39.8% | +26.1% | -9.4% |
| 3Y | +113.1% | -26.7% | +139.8% | +112.0% |
| 5Y | +85.9% | -54.5% | +140.4% | +94.8% |
| All | +85.9% | -53.5% | +139.4% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling