-22.1%
BA vs BIDU
-48.7%
+26.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | +1.1% | +7.2% | -6.1% | -0.3% |
| 30D | -7.9% | -4.0% | -3.9% | -7.2% |
| 3M | -25.3% | -25.1% | -0.2% | -21.1% |
| 6M | -24.6% | -41.8% | +17.2% | -16.4% |
| YTD | -20.1% | -37.3% | +17.2% | -13.4% |
| 1Y | -11.8% | -35.6% | +23.8% | -5.2% |
| 3Y | -10.1% | -24.5% | +14.3% | -10.1% |
| All | -22.1% | -48.7% | +26.6% | -16.6% |
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 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