+78.9%
BAX vs BIDU
+1,407.1%
-1,328.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -1.1% | +2.4% | -3.6% | -1.4% |
| 30D | -5.5% | -10.5% | +5.0% | -4.5% |
| 3M | +33.5% | -26.2% | +59.7% | +37.3% |
| 6M | +35.9% | -16.4% | +52.3% | +37.6% |
| YTD | +35.4% | -23.9% | +59.2% | +38.1% |
| 1Y | +9.8% | +1.3% | +8.5% | +8.3% |
| 3Y | -32.7% | -32.1% | -0.6% | -31.9% |
| 5Y | -65.6% | -39.0% | -26.6% | -65.9% |
| 10Y | -34.9% | -44.0% | +9.1% | -37.8% |
| All | +78.9% | +1,407.1% | -1,328.2% | +29.6% |
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