+711.7%
BIDU vs ALK
+441.7%
+270.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.5% | +3.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | -10.5% | -19.2% | +8.8% | -5.2% |
| 3M | -26.2% | -1.5% | -24.7% | -26.7% |
| 6M | -16.4% | -13.1% | -3.3% | -14.9% |
| YTD | -23.9% | -16.4% | -7.4% | -22.0% |
| 1Y | +1.3% | -33.1% | +34.4% | +9.5% |
| 3Y | -32.1% | +0.6% | -32.7% | -37.6% |
| 5Y | -39.0% | -26.4% | -12.6% | -39.7% |
| 10Y | -44.0% | -34.2% | -9.9% | -48.8% |
| All | +711.7% | +441.7% | +270.0% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling