-49.9%
BIDU vs ABCL
-18.8%
-31.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -2.0% |
| 7D | +5.4% | +12.4% | -7.0% | +3.0% |
| 30D | -5.0% | -0.4% | -4.7% | -5.5% |
| 3M | -26.1% | +80.4% | -106.5% | -35.4% |
| 6M | -42.6% | +138.5% | -181.1% | -53.6% |
| YTD | -38.0% | +265.5% | -303.5% | -54.9% |
| 1Y | -35.7% | +219.7% | -255.4% | -52.0% |
| 3Y | -22.9% | +209.4% | -232.4% | -47.7% |
| 5Y | -49.9% | -15.0% | -34.8% | -57.0% |
| All | -49.9% | -18.8% | -31.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling