-50.6%
BIDU vs ABCL
-79.6%
+29.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +3.6% | +2.3% | +1.3% | +3.0% |
| 30D | -6.6% | -0.7% | -5.9% | -6.9% |
| 3M | -27.2% | +33.4% | -60.6% | -31.9% |
| 6M | -43.5% | +137.8% | -181.3% | -54.2% |
| YTD | -39.0% | +264.3% | -303.3% | -55.3% |
| 1Y | -39.8% | +209.2% | -248.9% | -54.4% |
| 3Y | -24.8% | +208.4% | -233.2% | -48.1% |
| 5Y | -50.7% | -11.9% | -38.8% | -58.0% |
| All | -50.6% | -79.6% | +29.0% | -46.2% |
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