-8.0%
BIDU vs AMBA
+837.3%
-845.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.8% | +4.2% |
| 7D | +2.4% | -11.0% | +13.4% | +5.1% |
| 30D | -10.5% | -23.2% | +12.7% | -5.0% |
| 3M | -26.2% | -12.7% | -13.5% | -25.4% |
| 6M | -16.4% | +11.2% | -27.6% | -21.2% |
| YTD | -23.9% | -11.2% | -12.6% | -25.0% |
| 1Y | +1.3% | -22.5% | +23.8% | +2.1% |
| 3Y | -32.1% | -1.3% | -30.8% | -38.9% |
| 5Y | -39.0% | -54.2% | +15.2% | -40.0% |
| 10Y | -44.0% | -6.1% | -37.9% | -56.8% |
| All | -8.0% | +837.3% | -845.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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