-12.3%
BIDU vs ADVB
-97.5%
+85.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +3.0% |
| 7D | +7.2% | -13.9% | +21.1% | +7.3% |
| 30D | -4.0% | -68.1% | +64.1% | -2.8% |
| 3M | -25.1% | -73.4% | +48.3% | -24.1% |
| 6M | -41.8% | -70.8% | +29.0% | -42.1% |
| YTD | -37.3% | -66.1% | +28.8% | -38.7% |
| 1Y | -35.6% | -77.5% | +41.9% | -35.7% |
| All | -12.3% | -97.5% | +85.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling