+66.8%
AA vs BDX
+25.0%
+41.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.4% |
| 30D | -0.6% | +15.4% | -16.0% | -5.2% |
| 3M | -19.7% | +20.5% | -40.2% | -24.6% |
| 6M | -41.6% | +53.2% | -94.8% | -49.9% |
| YTD | -24.6% | +45.7% | -70.3% | -34.5% |
| 1Y | +4.9% | +47.3% | -42.4% | -9.3% |
| 3Y | +66.8% | +25.1% | +41.8% | +50.2% |
| All | +66.8% | +25.0% | +41.9% | +50.2% |
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