-35.7%
BIDU vs ALLE
+18.6%
-54.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +4.3% |
| 7D | +1.2% | +6.7% | -5.5% | +0.4% |
| 30D | -7.5% | +25.4% | -32.9% | -10.1% |
| 3M | -28.6% | +16.9% | -45.5% | -29.9% |
| 6M | -36.9% | +46.6% | -83.5% | -40.0% |
| YTD | -38.4% | +22.4% | -60.9% | -41.0% |
| 1Y | -35.7% | +17.7% | -53.4% | -37.1% |
| All | -35.7% | +18.6% | -54.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling