-45.3%
BIDU vs ALK
+2.0%
-47.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.8% | +2.6% | -3.4% | -1.3% |
| 30D | -5.4% | +7.8% | -13.2% | -6.8% |
| 3M | -24.7% | -15.2% | -9.5% | -24.1% |
| 6M | -45.3% | +5.0% | -50.3% | -47.4% |
| All | -45.3% | +2.0% | -47.3% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling