+1,593.8%
META vs BIDU
-32.6%
+1,626.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.3% | +3.6% | -0.3% | +2.2% |
| 30D | -10.8% | -6.6% | -4.2% | -9.1% |
| 3M | +7.9% | -27.2% | +35.1% | +17.4% |
| 6M | +5.4% | -43.5% | +48.9% | +22.3% |
| YTD | -2.6% | -39.0% | +36.4% | +9.3% |
| 1Y | +1.9% | -39.8% | +41.6% | +14.2% |
| 3Y | +97.0% | -24.8% | +121.7% | +97.0% |
| 5Y | +97.6% | -50.7% | +148.3% | +110.6% |
| 10Y | +436.0% | -51.2% | +487.3% | +407.5% |
| All | +1,593.8% | -32.6% | +1,626.4% | +1,322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling