-27.1%
BIDU vs ACM
-9.1%
-18.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.6% | +5.6% | -10.2% | -6.1% |
| 30D | -4.5% | +20.8% | -25.4% | -9.6% |
| 3M | -25.4% | +11.4% | -36.8% | -27.8% |
| 6M | -48.1% | +0.9% | -49.0% | -48.6% |
| YTD | -40.2% | -24.8% | -15.4% | -35.2% |
| 1Y | -35.2% | -46.4% | +11.2% | -21.4% |
| 3Y | -27.1% | -9.2% | -17.9% | -31.0% |
| All | -27.1% | -9.1% | -18.0% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling