-43.8%
BIDU vs ALM
+958.0%
-1,001.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.4% |
| 7D | -2.4% | +3.6% | -6.1% | -2.6% |
| 30D | -16.0% | +33.8% | -49.7% | -16.9% |
| 3M | -24.0% | +14.8% | -38.8% | -24.7% |
| 6M | -24.9% | -7.0% | -17.9% | -25.1% |
| YTD | -29.6% | +108.1% | -137.6% | -30.7% |
| 1Y | -15.2% | +313.8% | -328.9% | -17.4% |
| 3Y | -32.2% | +2,227.6% | -2,259.8% | -33.5% |
| 5Y | -43.8% | +956.6% | -1,000.4% | -46.7% |
| All | -43.8% | +958.0% | -1,001.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling