+3.2%
AA vs BDX
-2.2%
+5.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -3.4% | -3.2% | -0.3% | -2.1% |
| 30D | -5.8% | -2.5% | -3.2% | -4.8% |
| 3M | -29.9% | +21.4% | -51.3% | -36.2% |
| 6M | -27.0% | +10.4% | -37.4% | -30.7% |
| YTD | -8.7% | +18.8% | -27.5% | -16.8% |
| 1Y | +50.6% | +21.7% | +29.0% | +35.3% |
| 3Y | +74.1% | -10.0% | +84.0% | +80.2% |
| All | +3.2% | -2.2% | +5.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling