-31.3%
BABA vs BIDU
-40.6%
+9.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | -1.8% |
| 7D | -4.8% | +2.4% | -7.2% | -6.5% |
| 30D | -11.9% | -10.5% | -1.4% | -5.8% |
| 3M | -9.3% | -26.2% | +16.9% | +11.8% |
| 6M | -14.2% | -16.4% | +2.1% | -5.2% |
| YTD | -22.0% | -23.9% | +1.8% | -8.6% |
| 1Y | -12.7% | +1.3% | -14.0% | -21.1% |
| 3Y | +26.7% | -32.1% | +58.7% | +52.6% |
| All | -31.3% | -40.6% | +9.3% | -16.1% |
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