-51.2%
BIDU vs ALLE
+217.2%
-268.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -6.6% | +25.9% | -32.5% | -15.2% |
| 3M | -27.2% | +14.9% | -42.1% | -31.4% |
| 6M | -43.5% | +42.1% | -85.6% | -51.6% |
| YTD | -39.0% | +20.4% | -59.4% | -44.4% |
| 1Y | -39.8% | +14.9% | -54.6% | -44.0% |
| 3Y | -24.8% | +90.1% | -114.9% | -44.9% |
| 5Y | -50.7% | +53.0% | -103.6% | -61.1% |
| 10Y | -51.2% | +208.8% | -260.1% | -72.3% |
| All | -51.2% | +217.2% | -268.5% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling