-50.0%
BIDU vs ARWR
+1,078.7%
-1,128.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | -0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -2.0% |
| 30D | -16.0% | -6.5% | -9.5% | -15.2% |
| 3M | -24.0% | +12.7% | -36.7% | -25.7% |
| 6M | -24.9% | +36.2% | -61.1% | -28.6% |
| YTD | -29.6% | +24.5% | -54.0% | -32.5% |
| 1Y | -15.2% | +198.0% | -213.1% | -28.8% |
| 3Y | -32.2% | +176.4% | -208.5% | -45.8% |
| 5Y | -43.8% | +26.6% | -70.3% | -52.1% |
| All | -50.0% | +1,078.7% | -1,128.8% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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