-33.0%
BIDU vs ALM
+2,247.5%
-2,280.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.8% | -15.8% | -7.4% |
| 7D | -2.4% | +8.4% | -10.9% | -2.9% |
| 30D | -15.6% | +34.8% | -50.5% | -17.0% |
| 3M | -22.3% | +16.2% | -38.5% | -23.2% |
| 6M | -22.3% | +2.1% | -24.4% | -22.9% |
| YTD | -29.2% | +117.0% | -146.2% | -31.0% |
| 1Y | -14.8% | +313.9% | -328.7% | -18.4% |
| All | -33.0% | +2,247.5% | -2,280.5% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling