+23.9%
BABA vs BIDU
-64.4%
+88.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | -0.6% |
| 7D | +11.6% | +7.2% | +4.5% | +7.0% |
| 30D | +2.3% | -4.0% | +6.3% | +4.9% |
| 3M | -13.7% | -25.1% | +11.4% | +1.7% |
| 6M | -21.9% | -41.8% | +19.9% | +7.0% |
| YTD | -24.6% | -37.3% | +12.7% | -2.7% |
| 1Y | -34.1% | -35.6% | +1.5% | -17.2% |
| 3Y | +36.3% | -24.5% | +60.7% | +51.5% |
| 5Y | -26.7% | -48.3% | +21.5% | -0.1% |
| 10Y | +19.2% | -51.2% | +70.4% | +46.8% |
| All | +23.9% | -64.4% | +88.3% | +67.4% |
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