-43.4%
BIDU vs ACM
+6.0%
-49.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.1% | -6.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -15.6% | -12.9% | -2.7% | -11.0% |
| 3M | -22.3% | -6.4% | -15.9% | -20.9% |
| 6M | -22.3% | -29.2% | +7.0% | -10.4% |
| YTD | -29.2% | -29.9% | +0.8% | -18.6% |
| 1Y | -14.8% | -47.3% | +32.4% | +11.6% |
| 3Y | -31.8% | -19.6% | -12.2% | -31.3% |
| All | -43.4% | +6.0% | -49.4% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling