-14.8%
BIDU vs ALLE
-8.3%
-6.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.9% |
| 7D | -2.4% | +2.8% | -5.2% | -2.8% |
| 30D | -15.6% | -7.6% | -8.0% | -14.8% |
| 3M | -22.3% | +22.8% | -45.1% | -24.8% |
| 6M | -22.3% | +4.6% | -26.9% | -23.0% |
| YTD | -29.2% | -1.2% | -28.0% | -29.9% |
| 1Y | -14.8% | -9.1% | -5.7% | -12.9% |
| All | -14.8% | -8.3% | -6.5% | -12.9% |
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