+152.5%
JPM vs BIDU
-44.1%
+196.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.7% | -8.1% | +7.4% | +0.1% |
| 30D | -2.5% | -12.8% | +10.4% | -1.3% |
| 3M | +14.1% | -21.3% | +35.4% | +16.5% |
| 6M | +25.1% | -27.0% | +52.1% | +28.1% |
| YTD | +12.1% | -30.0% | +42.2% | +15.0% |
| 1Y | +18.8% | -18.3% | +37.1% | +19.3% |
| 3Y | +163.4% | -33.8% | +197.3% | +166.8% |
| All | +152.5% | -44.1% | +196.6% | +152.3% |
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