-27.4%
BIDU vs ALLE
+50.9%
-78.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -10.5% | -6.8% | -3.7% | -8.6% |
| 3M | -26.2% | +21.0% | -47.2% | -30.8% |
| 6M | -16.4% | +1.1% | -17.5% | -16.9% |
| YTD | -23.9% | -0.5% | -23.3% | -24.4% |
| 1Y | +1.3% | -7.3% | +8.5% | +3.1% |
| All | -27.4% | +50.9% | -78.3% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling