+28.9%
BA vs BIDU
-50.8%
+79.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.2% |
| 7D | +1.1% | +7.2% | -6.1% | -0.7% |
| 30D | -7.9% | -4.0% | -3.9% | -7.0% |
| 3M | -25.3% | -25.1% | -0.2% | -20.0% |
| 6M | -24.6% | -41.8% | +17.2% | -14.3% |
| YTD | -20.1% | -37.3% | +17.2% | -11.8% |
| 1Y | -11.8% | -35.6% | +23.8% | -3.6% |
| 3Y | -10.1% | -24.5% | +14.3% | -10.4% |
| 5Y | -22.7% | -48.3% | +25.5% | -19.9% |
| All | +28.9% | -50.8% | +79.7% | +11.0% |
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