+72.9%
BAC vs BIDU
-44.5%
+117.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.3% |
| 7D | +1.2% | -2.4% | +3.6% | +1.4% |
| 30D | -0.7% | -15.6% | +14.9% | +1.0% |
| 3M | +16.9% | -22.3% | +39.2% | +19.9% |
| 6M | +29.6% | -22.3% | +51.9% | +32.1% |
| YTD | +15.3% | -29.2% | +44.4% | +18.4% |
| 1Y | +28.8% | -14.8% | +43.6% | +28.6% |
| 3Y | +136.4% | -31.8% | +168.2% | +138.5% |
| 5Y | +72.9% | -43.1% | +116.0% | +76.7% |
| All | +72.9% | -44.5% | +117.4% | +76.7% |
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