+56.2%
AG vs BDX
-2.2%
+58.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -6.7% | -3.2% | -3.6% | -5.4% |
| 30D | +2.2% | -2.5% | +4.7% | +3.4% |
| 3M | +15.7% | +21.4% | -5.7% | +6.1% |
| 6M | -23.8% | +10.4% | -34.2% | -27.1% |
| YTD | +17.6% | +18.8% | -1.2% | +8.6% |
| 1Y | +88.6% | +21.7% | +66.9% | +71.7% |
| 3Y | +253.4% | -10.0% | +263.4% | +272.0% |
| All | +56.2% | -2.2% | +58.4% | +45.6% |
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