+23.3%
BA vs BIDU
-51.3%
+74.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.1% | -4.6% | +3.5% | +0.1% |
| 30D | -7.1% | -4.5% | -2.6% | -6.1% |
| 3M | -25.5% | -25.4% | -0.2% | -20.2% |
| 6M | -28.7% | -48.1% | +19.4% | -16.4% |
| YTD | -21.0% | -40.2% | +19.2% | -11.7% |
| 1Y | -11.9% | -35.2% | +23.4% | -3.8% |
| 3Y | -16.2% | -27.1% | +11.0% | -15.7% |
| 5Y | -22.4% | -54.2% | +31.8% | -16.5% |
| All | +23.3% | -51.3% | +74.7% | +6.7% |
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