-38.3%
BIDU vs ABCL
-81.3%
+43.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | -10.5% | +93.1% | -103.6% | -22.2% |
| 3M | -26.2% | +79.4% | -105.6% | -35.8% |
| 6M | -16.4% | +214.9% | -231.3% | -35.6% |
| YTD | -23.9% | +234.2% | -258.1% | -42.8% |
| 1Y | +1.3% | +174.8% | -173.5% | -21.9% |
| 3Y | -32.1% | +104.5% | -136.6% | -48.3% |
| 5Y | -39.0% | -39.0% | 0.0% | -44.4% |
| All | -38.3% | -81.3% | +43.0% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling