+86.9%
BAC vs BIDU
+1,108.5%
-1,021.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.0% | -1.7% |
| 30D | -7.2% | -5.4% | -1.8% | -5.9% |
| 3M | -20.4% | -24.7% | +4.3% | -15.3% |
| 6M | +1.3% | -45.3% | +46.6% | +15.4% |
| YTD | -6.4% | -39.0% | +32.6% | +2.5% |
| 1Y | -3.5% | -39.6% | +36.0% | +5.6% |
| 3Y | +96.7% | -24.7% | +121.4% | +94.0% |
| 5Y | +20.6% | -52.3% | +72.9% | +22.8% |
| 10Y | +233.0% | -51.1% | +284.1% | +201.4% |
| All | +86.9% | +1,108.5% | -1,021.6% | -16.7% |
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 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