+264.1%
AG vs BDX
-10.7%
+274.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.2% |
| 7D | -5.8% | -5.4% | -0.4% | -3.9% |
| 30D | +6.4% | -2.2% | +8.5% | +7.3% |
| 3M | +28.4% | +20.1% | +8.3% | +20.4% |
| 6M | -24.5% | +9.1% | -33.5% | -26.5% |
| YTD | +21.2% | +17.9% | +3.3% | +14.4% |
| 1Y | +114.1% | +22.1% | +92.0% | +99.2% |
| All | +264.1% | -10.7% | +274.8% | +287.1% |
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 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