+550.5%
BIDU vs ACGL
+2,159.4%
-1,608.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.0% |
| 7D | +3.6% | +1.3% | +2.3% | +3.0% |
| 30D | -6.6% | +14.2% | -20.8% | -11.6% |
| 3M | -27.2% | +11.1% | -38.3% | -30.5% |
| 6M | -43.5% | +16.4% | -59.8% | -47.5% |
| YTD | -39.0% | +13.8% | -52.8% | -43.2% |
| 1Y | -39.8% | +21.6% | -61.3% | -45.6% |
| 3Y | -24.8% | +33.5% | -58.3% | -37.3% |
| 5Y | -50.7% | +174.8% | -225.5% | -72.3% |
| 10Y | -51.2% | +330.4% | -381.6% | -81.1% |
| All | +550.5% | +2,159.4% | -1,608.9% | -22.1% |
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