+28.1%
BA vs BIDU
-51.3%
+79.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.7% | +5.4% | -7.1% | -3.0% |
| 30D | -9.5% | -5.0% | -4.4% | -8.3% |
| 3M | -26.5% | -26.1% | -0.3% | -20.9% |
| 6M | -27.4% | -42.6% | +15.2% | -17.2% |
| YTD | -20.6% | -38.0% | +17.4% | -12.1% |
| 1Y | -11.4% | -35.7% | +24.2% | -3.2% |
| 3Y | -10.8% | -22.9% | +12.1% | -11.6% |
| 5Y | -21.9% | -49.9% | +27.9% | -18.3% |
| 10Y | +28.1% | -52.0% | +80.1% | +10.6% |
| All | +28.1% | -51.3% | +79.5% | +10.6% |
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 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