-15.2%
BIDU vs ABCL
+164.4%
-179.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | -16.0% | +18.3% | -34.3% | -17.9% |
| 3M | -24.0% | +108.5% | -132.5% | -33.4% |
| 6M | -24.9% | +213.9% | -238.8% | -39.3% |
| YTD | -29.6% | +223.1% | -252.7% | -43.7% |
| 1Y | -15.2% | +160.6% | -175.8% | -26.8% |
| All | -15.2% | +164.4% | -179.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling