-51.7%
BIDU vs ARWR
+1,024.2%
-1,075.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | -4.6% | -17.8% | +13.3% | -2.1% |
| 30D | -4.5% | -18.1% | +13.6% | -2.0% |
| 3M | -25.4% | -44.2% | +18.8% | -19.4% |
| 6M | -48.1% | -38.6% | -9.4% | -45.0% |
| YTD | -40.2% | -28.0% | -12.2% | -38.4% |
| 1Y | -35.2% | +16.1% | -51.4% | -38.2% |
| 3Y | -27.1% | +84.0% | -111.1% | -38.9% |
| 5Y | -54.2% | -35.4% | -18.8% | -57.5% |
| All | -51.7% | +1,024.2% | -1,075.9% | -63.9% |
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