-49.5%
BIDU vs ALK
-39.2%
-10.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | -2.4% | -3.0% | +0.5% | -1.6% |
| 30D | -16.0% | -14.6% | -1.4% | -12.4% |
| 3M | -24.0% | -10.6% | -13.4% | -22.4% |
| 6M | -24.9% | -6.7% | -18.2% | -24.9% |
| YTD | -29.6% | -19.8% | -9.8% | -27.1% |
| 1Y | -15.2% | -35.2% | +20.1% | -7.5% |
| 3Y | -32.2% | +1.4% | -33.5% | -38.3% |
| 5Y | -43.8% | -30.7% | -13.1% | -44.1% |
| 10Y | -49.5% | -37.4% | -12.1% | -55.7% |
| All | -49.5% | -39.2% | -10.2% | -55.7% |
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