+21.3%
BAC vs BIDU
-50.7%
+72.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +2.1% | +3.6% | -1.5% | +1.6% |
| 30D | -6.7% | -6.6% | -0.1% | -6.0% |
| 3M | -20.2% | -27.2% | +7.0% | -17.5% |
| 6M | -0.2% | -43.5% | +43.3% | +5.9% |
| YTD | -6.4% | -39.0% | +32.6% | -2.2% |
| 1Y | -3.1% | -39.8% | +36.7% | +1.2% |
| 3Y | +96.7% | -24.8% | +121.5% | +94.9% |
| 5Y | +21.3% | -50.7% | +71.9% | +25.3% |
| All | +21.3% | -50.7% | +72.0% | +25.3% |
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