-43.1%
BIDU vs ABCL
-39.9%
-3.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.1% | -7.0% | -7.0% |
| 7D | -2.4% | +1.4% | -3.9% | -2.7% |
| 30D | -15.6% | +65.1% | -80.7% | -24.4% |
| 3M | -22.3% | +111.1% | -133.4% | -34.8% |
| 6M | -22.3% | +231.6% | -253.9% | -41.1% |
| YTD | -29.2% | +234.5% | -263.7% | -47.2% |
| 1Y | -14.8% | +174.3% | -189.2% | -34.7% |
| 3Y | -31.8% | +111.5% | -143.2% | -48.5% |
| 5Y | -43.1% | -37.3% | -5.8% | -48.6% |
| All | -43.1% | -39.9% | -3.2% | -48.6% |
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