-50.7%
BIDU vs ALK
-28.6%
-22.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.6% | +12.9% | -9.4% | -0.2% |
| 30D | -6.6% | +5.5% | -12.1% | -8.4% |
| 3M | -27.2% | -12.1% | -15.1% | -24.8% |
| 6M | -43.5% | +1.7% | -45.2% | -45.0% |
| YTD | -39.0% | -17.4% | -21.6% | -37.5% |
| 1Y | -39.8% | -1.9% | -37.8% | -41.8% |
| 3Y | -24.8% | +21.2% | -46.0% | -41.7% |
| 5Y | -50.7% | -27.8% | -22.9% | -52.9% |
| All | -50.7% | -28.6% | -22.0% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling