+135.3%
JPM vs BIDU
-54.4%
+189.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.5% | -4.6% | +8.1% | +4.0% |
| 30D | +3.3% | -4.5% | +7.8% | +3.7% |
| 3M | -4.2% | -25.4% | +21.2% | -1.6% |
| 6M | +16.4% | -48.1% | +64.5% | +23.7% |
| YTD | +9.5% | -40.2% | +49.7% | +14.0% |
| 1Y | +14.0% | -35.2% | +49.3% | +17.6% |
| 3Y | +153.1% | -27.1% | +180.2% | +152.3% |
| All | +135.3% | -54.4% | +189.7% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 5y: compounded portfolio wealth divided by compounded BIDU 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…
5y analysis · Full analysis span regression · 6 months rolling