-49.2%
BIDU vs ACGL
+268.6%
-317.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.5% | -6.4% |
| 7D | -2.4% | -2.9% | +0.5% | -1.8% |
| 30D | -15.6% | -2.8% | -12.8% | -15.2% |
| 3M | -22.3% | +6.8% | -29.1% | -23.7% |
| 6M | -22.3% | -1.5% | -20.7% | -22.4% |
| YTD | -29.2% | -0.2% | -28.9% | -29.8% |
| 1Y | -14.8% | +5.3% | -20.1% | -17.0% |
| 3Y | -31.8% | +30.3% | -62.1% | -38.8% |
| 5Y | -43.1% | +151.8% | -194.9% | -59.7% |
| All | -49.2% | +268.6% | -317.7% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling