-50.8%
BIDU vs ALM
+2,776.7%
-2,827.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -1.3% |
| 7D | -5.2% | -7.1% | +1.9% | -5.1% |
| 30D | -14.5% | +24.7% | -39.2% | -15.0% |
| 3M | -22.9% | +8.3% | -31.2% | -23.2% |
| 6M | -27.8% | -22.2% | -5.6% | -27.7% |
| YTD | -30.7% | +88.1% | -118.7% | -31.5% |
| 1Y | -15.8% | +272.4% | -288.2% | -17.6% |
| 3Y | -33.2% | +2,004.1% | -2,037.4% | -36.0% |
| 5Y | -44.8% | +915.8% | -960.6% | -46.9% |
| All | -50.8% | +2,776.7% | -2,827.5% | -53.6% |
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 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