+354.1%
BA vs BIDU
+1,407.1%
-1,053.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | 0.0% |
| 7D | +1.2% | +2.4% | -1.3% | +0.6% |
| 30D | -11.6% | -10.5% | -1.2% | -9.8% |
| 3M | -2.4% | -26.2% | +23.8% | +3.4% |
| 6M | -6.6% | -16.4% | +9.8% | -4.0% |
| YTD | -2.2% | -23.9% | +21.6% | +2.1% |
| 1Y | -8.0% | +1.3% | -9.3% | -10.7% |
| 3Y | -5.0% | -32.1% | +27.1% | -2.3% |
| 5Y | -2.7% | -39.0% | +36.3% | -3.2% |
| 10Y | +75.9% | -44.0% | +119.9% | +67.6% |
| All | +354.1% | +1,407.1% | -1,053.0% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling