+74.2%
AA vs BDX
-10.7%
+84.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.1% |
| 7D | -5.4% | -5.4% | 0.0% | -3.5% |
| 30D | -10.7% | -2.2% | -8.5% | -10.1% |
| 3M | -26.2% | +20.1% | -46.2% | -31.4% |
| 6M | -20.9% | +9.1% | -30.0% | -23.6% |
| YTD | -8.6% | +17.9% | -26.5% | -15.0% |
| 1Y | +57.4% | +22.1% | +35.3% | +43.9% |
| All | +74.2% | -10.7% | +84.9% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling