-51.1%
BIDU vs ALK
-41.4%
-9.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.8% | +2.6% | -3.4% | -1.6% |
| 30D | -5.4% | +7.8% | -13.2% | -7.6% |
| 3M | -24.7% | -15.2% | -9.5% | -21.6% |
| 6M | -45.3% | +5.0% | -50.3% | -47.0% |
| YTD | -39.0% | -18.4% | -20.5% | -37.4% |
| 1Y | -39.6% | -2.4% | -37.2% | -41.1% |
| 3Y | -24.7% | +19.8% | -44.5% | -35.0% |
| 5Y | -52.3% | -27.8% | -24.5% | -53.1% |
| 10Y | -51.1% | -42.0% | -9.1% | -53.6% |
| All | -51.1% | -41.4% | -9.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling