-51.7%
BIDU vs ACM
+132.6%
-184.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -4.6% | +5.6% | -10.2% | -6.7% |
| 30D | -4.5% | +20.8% | -25.4% | -11.6% |
| 3M | -25.4% | +11.4% | -36.8% | -28.8% |
| 6M | -48.1% | +0.9% | -49.0% | -49.0% |
| YTD | -40.2% | -24.8% | -15.4% | -34.2% |
| 1Y | -35.2% | -46.4% | +11.2% | -18.1% |
| 3Y | -27.1% | -9.2% | -17.9% | -28.0% |
| 5Y | -54.2% | +5.0% | -59.2% | -57.6% |
| All | -51.7% | +132.6% | -184.3% | -68.9% |
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