+711.7%
BIDU vs M
+18.6%
+693.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.4% |
| 7D | +2.4% | +4.7% | -2.3% | +1.2% |
| 30D | -10.5% | -9.6% | -0.8% | -8.2% |
| 3M | -26.2% | +0.9% | -27.1% | -26.9% |
| 6M | -16.4% | +22.3% | -38.7% | -21.5% |
| YTD | -23.9% | +6.5% | -30.4% | -26.5% |
| 1Y | +1.3% | +38.8% | -37.5% | -9.1% |
| 3Y | -32.1% | +115.9% | -148.0% | -49.2% |
| 5Y | -39.0% | +28.6% | -67.6% | -50.6% |
| 10Y | -44.0% | -2.5% | -41.5% | -60.3% |
| All | +711.7% | +18.6% | +693.2% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling