+96.8%
META vs BIDU
-27.4%
+124.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | +5.2% | -4.6% | +9.7% | +6.1% |
| 30D | -13.0% | -4.5% | -8.5% | -12.3% |
| 3M | +7.9% | -25.4% | +33.3% | +13.6% |
| 6M | +4.2% | -48.1% | +52.3% | +16.3% |
| YTD | -2.5% | -40.2% | +37.7% | +5.4% |
| 1Y | +5.6% | -35.2% | +40.8% | +12.4% |
| 3Y | +96.8% | -27.1% | +123.9% | +95.8% |
| All | +96.8% | -27.4% | +124.2% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling