-51.7%
BIDU vs ALM
+2,100.8%
-2,152.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.1% | +0.4% |
| 7D | -4.6% | +1.2% | -5.8% | -4.6% |
| 30D | -4.5% | -19.3% | +14.8% | -4.1% |
| 3M | -25.4% | -40.6% | +15.3% | -24.5% |
| 6M | -48.1% | -57.9% | +9.8% | -47.1% |
| YTD | -40.2% | -6.7% | -33.5% | -39.9% |
| 1Y | -35.2% | +20.2% | -55.4% | -35.1% |
| 3Y | -27.1% | +879.4% | -906.6% | -28.7% |
| 5Y | -54.2% | +415.3% | -469.5% | -55.1% |
| All | -51.7% | +2,100.8% | -2,152.5% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling