-50.4%
BIDU vs ACM
+134.0%
-184.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -8.1% | -4.6% | -3.5% | -6.4% |
| 30D | -12.8% | +4.1% | -16.9% | -14.3% |
| 3M | -21.3% | -8.3% | -13.0% | -19.4% |
| 6M | -27.0% | -30.1% | +3.1% | -17.1% |
| YTD | -30.0% | -32.6% | +2.6% | -19.9% |
| 1Y | -18.3% | -49.6% | +31.3% | +4.5% |
| 3Y | -33.8% | -23.0% | -10.8% | -29.9% |
| 5Y | -44.3% | +2.0% | -46.3% | -47.4% |
| All | -50.4% | +134.0% | -184.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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