-16.9%
BIDU vs ADVB
-95.9%
+79.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +42.7% | -45.3% | -3.1% |
| 7D | -2.3% | +74.2% | -76.5% | -3.0% |
| 30D | -7.3% | -35.9% | +28.6% | -6.9% |
| 3M | -26.0% | -56.4% | +30.5% | -25.4% |
| 6M | -44.5% | -36.7% | -7.8% | -45.5% |
| YTD | -40.6% | -43.3% | +2.7% | -42.2% |
| 1Y | -39.8% | -63.4% | +23.6% | -40.2% |
| All | -16.9% | -95.9% | +79.0% | -0.5% |
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