+2.8%
BIDU vs ALM
+7,705.7%
-7,702.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.1% |
| 7D | +2.4% | -2.6% | +5.0% | +2.4% |
| 30D | -10.5% | +32.0% | -42.5% | -10.6% |
| 3M | -26.2% | -15.0% | -11.2% | -26.2% |
| 6M | -16.4% | -10.1% | -6.3% | -16.4% |
| YTD | -23.9% | +99.4% | -123.3% | -24.1% |
| 1Y | +1.3% | +316.4% | -315.1% | +0.6% |
| 3Y | -32.1% | +2,022.0% | -2,054.1% | -33.0% |
| 5Y | -39.0% | +941.2% | -980.2% | -39.7% |
| 10Y | -44.0% | +2,950.3% | -2,994.4% | -45.2% |
| All | +2.8% | +7,705.7% | -7,702.9% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling