-14.6%
BIDU vs ADVB
-97.4%
+82.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -1.7% |
| 7D | +3.6% | -4.1% | +7.7% | +3.6% |
| 30D | -6.6% | -60.3% | +53.7% | -5.6% |
| 3M | -27.2% | -73.3% | +46.1% | -26.2% |
| 6M | -43.5% | -65.9% | +22.4% | -44.0% |
| YTD | -39.0% | -63.9% | +24.9% | -40.4% |
| 1Y | -39.8% | -74.1% | +34.4% | -40.2% |
| All | -14.6% | -97.4% | +82.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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