-43.8%
BIDU vs ALC
-17.4%
-26.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.4% | -5.3% | +2.8% | -0.3% |
| 30D | -16.0% | -7.1% | -8.9% | -13.6% |
| 3M | -24.0% | +0.8% | -24.8% | -24.7% |
| 6M | -24.9% | -16.0% | -8.9% | -20.0% |
| YTD | -29.6% | -12.7% | -16.8% | -26.6% |
| 1Y | -15.2% | -12.8% | -2.3% | -11.8% |
| 3Y | -32.2% | -15.8% | -16.3% | -31.1% |
| 5Y | -43.8% | -16.7% | -27.1% | -47.3% |
| All | -43.8% | -17.4% | -26.3% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling