-14.5%
BIDU vs M
+31.3%
-45.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | -2.4% | -4.1% | +1.6% | -2.2% |
| 30D | -16.0% | -13.6% | -2.3% | -15.5% |
| 3M | -24.0% | -2.3% | -21.7% | -24.4% |
| 6M | -24.9% | +21.9% | -46.8% | -26.6% |
| YTD | -29.6% | -0.6% | -29.0% | -30.5% |
| All | -14.5% | +31.3% | -45.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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