-38.9%
BIDU vs ALLE
+260.9%
-299.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -10.5% | -6.8% | -3.7% | -7.8% |
| 3M | -26.2% | +21.0% | -47.2% | -32.6% |
| 6M | -16.4% | +1.1% | -17.5% | -17.6% |
| YTD | -23.9% | -0.5% | -23.3% | -24.9% |
| 1Y | +1.3% | -7.3% | +8.5% | +2.9% |
| 3Y | -32.1% | +42.3% | -74.3% | -44.2% |
| 5Y | -39.0% | +13.5% | -52.4% | -45.7% |
| 10Y | -44.0% | +144.0% | -188.1% | -67.9% |
| All | -38.9% | +260.9% | -299.8% | -71.7% |
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