+711.7%
BIDU vs ACGL
+1,930.8%
-1,219.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.8% |
| 7D | +2.4% | -0.7% | +3.2% | +2.7% |
| 30D | -10.5% | -1.0% | -9.5% | -10.3% |
| 3M | -26.2% | +11.0% | -37.3% | -29.9% |
| 6M | -16.4% | -0.3% | -16.1% | -17.3% |
| YTD | -23.9% | +2.3% | -26.1% | -25.9% |
| 1Y | +1.3% | +6.4% | -5.1% | -3.7% |
| 3Y | -32.1% | +34.0% | -66.1% | -44.0% |
| 5Y | -39.0% | +161.6% | -200.6% | -65.3% |
| 10Y | -44.0% | +278.6% | -322.6% | -77.0% |
| All | +711.7% | +1,930.8% | -1,219.1% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling