-35.7%
BIDU vs ALM
+44.8%
-80.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.3% |
| 7D | +1.2% | -6.4% | +7.6% | +2.1% |
| 30D | -7.5% | -35.0% | +27.4% | -2.4% |
| 3M | -28.6% | -33.8% | +5.3% | -25.3% |
| 6M | -36.9% | -55.0% | +18.1% | -31.0% |
| YTD | -38.4% | -0.2% | -38.2% | -39.1% |
| 1Y | -35.7% | +41.8% | -77.4% | -40.6% |
| All | -35.7% | +44.8% | -80.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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