+16.0%
AA vs BDX
+54.0%
-38.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +2.2% |
| 7D | +0.9% | +7.2% | -6.3% | +0.2% |
| 30D | -6.4% | +15.8% | -22.2% | -8.1% |
| 3M | -13.0% | +23.7% | -36.6% | -15.2% |
| 6M | -34.6% | +44.8% | -79.5% | -37.9% |
| YTD | -23.0% | +39.8% | -62.8% | -25.7% |
| 1Y | +16.0% | +52.3% | -36.4% | +9.9% |
| All | +16.0% | +54.0% | -38.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling