-33.0%
BIDU vs ALC
-15.3%
-17.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -5.0% | -6.6% |
| 7D | -2.4% | -3.7% | +1.2% | -1.8% |
| 30D | -15.6% | -3.7% | -11.9% | -15.2% |
| 3M | -22.3% | +4.6% | -26.8% | -23.2% |
| 6M | -22.3% | -14.6% | -7.7% | -19.6% |
| YTD | -29.2% | -11.9% | -17.3% | -27.5% |
| 1Y | -14.8% | -13.1% | -1.7% | -12.6% |
| All | -33.0% | -15.3% | -17.7% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling