-35.7%
BIDU vs ALC
+4.2%
-39.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.3% | +4.7% |
| 7D | +1.2% | +10.7% | -9.5% | +1.6% |
| 30D | -7.5% | +20.2% | -27.7% | -6.6% |
| 3M | -28.6% | +8.9% | -37.5% | -28.6% |
| 6M | -36.9% | +5.7% | -42.6% | -37.1% |
| YTD | -38.4% | -1.4% | -37.0% | -37.2% |
| 1Y | -35.7% | +4.7% | -40.4% | -34.6% |
| All | -35.7% | +4.2% | -39.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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