+711.7%
BIDU vs ARWR
+215.1%
+496.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.2% | +4.1% |
| 7D | +2.4% | +1.7% | +0.7% | +2.2% |
| 30D | -10.5% | -0.7% | -9.8% | -10.4% |
| 3M | -26.2% | +14.9% | -41.1% | -27.5% |
| 6M | -16.4% | +32.6% | -49.0% | -19.2% |
| YTD | -23.9% | +30.0% | -53.9% | -26.4% |
| 1Y | +1.3% | +208.4% | -207.1% | -10.7% |
| 3Y | -32.1% | +208.8% | -240.9% | -42.5% |
| 5Y | -39.0% | +27.8% | -66.8% | -45.1% |
| 10Y | -44.0% | +1,107.6% | -1,151.6% | -61.3% |
| All | +711.7% | +215.1% | +496.6% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling