-35.7%
BIDU vs ACGL
+28.7%
-64.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +5.8% |
| 7D | +1.2% | +8.0% | -6.8% | +5.3% |
| 30D | -7.5% | +17.3% | -24.8% | +0.9% |
| 3M | -28.6% | +11.2% | -39.8% | -24.4% |
| 6M | -36.9% | +18.2% | -55.1% | -29.4% |
| YTD | -38.4% | +15.4% | -53.8% | -31.1% |
| 1Y | -35.7% | +26.5% | -62.2% | -17.7% |
| All | -35.7% | +28.7% | -64.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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