-8.8%
BA vs BIDU
-15.6%
+6.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.2% | +0.3% |
| 7D | +2.5% | -2.4% | +4.9% | +2.8% |
| 30D | -10.1% | -15.6% | +5.5% | -8.0% |
| 3M | -2.4% | -22.3% | +19.9% | +1.1% |
| 6M | -8.8% | -22.3% | +13.4% | -5.6% |
| YTD | -2.9% | -29.2% | +26.2% | +1.3% |
| 1Y | -8.8% | -14.8% | +6.1% | -1.9% |
| All | -8.8% | -15.6% | +6.8% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling