+131.2%
BAC vs BIDU
+1,407.1%
-1,275.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.1% | -1.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -0.4% | -10.5% | +10.1% | +1.9% |
| 3M | +16.9% | -26.2% | +43.1% | +24.6% |
| 6M | +26.6% | -16.4% | +43.0% | +29.7% |
| YTD | +15.8% | -23.9% | +39.7% | +20.5% |
| 1Y | +27.2% | +1.3% | +25.9% | +21.7% |
| 3Y | +132.4% | -32.1% | +164.5% | +136.2% |
| 5Y | +72.6% | -39.0% | +111.5% | +65.1% |
| 10Y | +389.7% | -44.0% | +433.8% | +330.4% |
| All | +131.2% | +1,407.1% | -1,275.9% | -2.1% |
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 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