-2.0%
STZ vs BIDU
-38.3%
+36.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.7% |
| 7D | +11.8% | +1.1% | +10.7% | +11.8% |
| 30D | +26.0% | -8.7% | +34.7% | +25.3% |
| 3M | +11.5% | -28.5% | +40.0% | +9.2% |
| 6M | -2.0% | -37.0% | +35.1% | -4.7% |
| All | -2.0% | -38.3% | +36.3% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling