+696.5%
BIDU vs ACM
+230.8%
+465.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.2% |
| 7D | +2.4% | -3.7% | +6.2% | +4.1% |
| 30D | -10.5% | -11.1% | +0.6% | -6.2% |
| 3M | -26.2% | -8.0% | -18.2% | -24.2% |
| 6M | -16.4% | -29.7% | +13.3% | -3.8% |
| YTD | -23.9% | -29.4% | +5.5% | -13.2% |
| 1Y | +1.3% | -46.4% | +47.7% | +29.9% |
| 3Y | -32.1% | -22.3% | -9.7% | -27.6% |
| 5Y | -39.0% | +4.5% | -43.4% | -43.6% |
| 10Y | -44.0% | +127.6% | -171.7% | -67.3% |
| All | +696.5% | +230.8% | +465.7% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling