-33.4%
BIDU vs BUD
+44.4%
-77.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -16.0% | -6.1% | -9.8% | -14.5% |
| 3M | -24.0% | -3.8% | -20.3% | -23.5% |
| 6M | -24.9% | +8.2% | -33.0% | -27.2% |
| YTD | -29.6% | +23.6% | -53.1% | -35.0% |
| 1Y | -15.2% | +33.4% | -48.6% | -23.9% |
| All | -33.4% | +44.4% | -77.8% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling