-43.1%
BIDU vs ALK
-28.9%
-14.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.1% | -3.9% | -6.1% |
| 7D | -2.4% | +0.1% | -2.6% | -2.4% |
| 30D | -15.6% | -18.5% | +2.8% | -10.6% |
| 3M | -22.3% | -3.6% | -18.7% | -22.5% |
| 6M | -22.3% | -3.7% | -18.6% | -23.2% |
| YTD | -29.2% | -19.0% | -10.2% | -26.8% |
| 1Y | -14.8% | -36.0% | +21.2% | -5.7% |
| 3Y | -31.8% | +2.3% | -34.1% | -41.5% |
| 5Y | -43.1% | -27.8% | -15.4% | -48.0% |
| All | -43.1% | -28.9% | -14.2% | -48.0% |
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