-50.6%
BIDU vs ALLE
+148.2%
-198.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.7% |
| 7D | -2.4% | +2.8% | -5.2% | -3.5% |
| 30D | -15.6% | -7.6% | -8.0% | -12.9% |
| 3M | -22.3% | +22.8% | -45.1% | -29.0% |
| 6M | -22.3% | +4.6% | -26.9% | -24.3% |
| YTD | -29.2% | -1.2% | -28.0% | -29.8% |
| 1Y | -14.8% | -9.1% | -5.7% | -12.7% |
| 3Y | -31.8% | +50.0% | -81.8% | -44.7% |
| 5Y | -43.1% | +15.2% | -58.4% | -49.6% |
| 10Y | -50.6% | +151.1% | -201.7% | -69.3% |
| All | -50.6% | +148.2% | -198.9% | -69.3% |
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