+397.7%
BAC vs BIDU
-50.6%
+448.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.6% | -2.4% | +3.1% | +1.0% |
| 30D | -1.4% | -16.0% | +14.6% | +1.2% |
| 3M | +15.7% | -24.0% | +39.8% | +20.4% |
| 6M | +32.2% | -24.9% | +57.0% | +36.8% |
| YTD | +15.8% | -29.6% | +45.3% | +20.6% |
| 1Y | +27.3% | -15.2% | +42.4% | +27.1% |
| 3Y | +137.5% | -32.2% | +169.6% | +140.7% |
| 5Y | +73.1% | -43.8% | +116.8% | +72.3% |
| 10Y | +397.7% | -49.5% | +447.2% | +328.1% |
| All | +397.7% | -50.6% | +448.4% | +328.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling