+525.7%
BIDU vs ACM
+252.1%
+273.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -4.6% | +5.6% | -10.2% | -6.9% |
| 30D | -4.5% | +20.8% | -25.4% | -12.3% |
| 3M | -25.4% | +11.4% | -36.8% | -29.2% |
| 6M | -48.1% | +0.9% | -49.0% | -49.1% |
| YTD | -40.2% | -24.8% | -15.4% | -33.8% |
| 1Y | -35.2% | -46.4% | +11.2% | -17.0% |
| 3Y | -27.1% | -9.2% | -17.9% | -27.8% |
| 5Y | -54.2% | +5.0% | -59.2% | -57.7% |
| 10Y | -52.0% | +130.6% | -182.6% | -72.0% |
| All | +525.7% | +252.1% | +273.6% | +136.5% |
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