-39.8%
BIDU vs ADVB
-73.6%
+33.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -1.6% |
| 7D | +3.6% | -4.1% | +7.7% | +3.6% |
| 30D | -6.6% | -60.3% | +53.7% | -6.5% |
| 3M | -27.2% | -73.3% | +46.1% | -27.2% |
| 6M | -43.5% | -65.9% | +22.4% | -44.4% |
| YTD | -39.0% | -63.9% | +24.9% | -39.9% |
| 1Y | -39.8% | -74.1% | +34.4% | -37.8% |
| All | -39.8% | -73.6% | +33.9% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling