+28.2%
BABA vs BIDU
-56.7%
+84.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | -1.2% |
| 7D | -4.8% | +2.4% | -7.2% | -6.2% |
| 30D | -11.9% | -10.5% | -1.4% | -6.8% |
| 3M | -9.3% | -26.2% | +16.9% | +7.8% |
| 6M | -14.2% | -16.4% | +2.1% | -6.4% |
| YTD | -22.0% | -23.9% | +1.8% | -10.6% |
| 1Y | -12.7% | +1.3% | -14.0% | -17.8% |
| 3Y | +26.7% | -32.1% | +58.7% | +49.9% |
| 5Y | -29.3% | -39.0% | +9.6% | -13.1% |
| 10Y | +21.2% | -44.0% | +65.3% | +36.2% |
| All | +28.2% | -56.7% | +84.9% | +53.8% |
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