-35.7%
BIDU vs BUD
+38.4%
-74.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +4.2% |
| 7D | +1.2% | +3.3% | -2.2% | +0.9% |
| 30D | -7.5% | +11.8% | -19.4% | -8.5% |
| 3M | -28.6% | -1.1% | -27.5% | -28.7% |
| 6M | -36.9% | +14.9% | -51.8% | -38.2% |
| YTD | -38.4% | +32.6% | -71.0% | -38.9% |
| 1Y | -35.7% | +37.2% | -72.8% | -36.8% |
| All | -35.7% | +38.4% | -74.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling