-50.2%
BIDU vs ALLE
+339.1%
-389.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | -5.0% | +26.6% | -31.6% | -14.5% |
| 3M | -26.1% | +13.2% | -39.3% | -30.3% |
| 6M | -42.6% | +42.9% | -85.4% | -51.3% |
| YTD | -38.0% | +21.0% | -59.0% | -44.0% |
| 1Y | -35.7% | +15.2% | -50.8% | -40.6% |
| 3Y | -22.9% | +95.6% | -118.5% | -45.3% |
| 5Y | -49.9% | +53.4% | -103.3% | -60.9% |
| 10Y | -52.0% | +221.5% | -273.4% | -75.8% |
| All | -50.2% | +339.1% | -389.4% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling