+451.1%
AG vs BDX
+371.0%
+80.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | -0.1% | -3.6% | +3.5% | +1.3% |
| 30D | +12.5% | +0.7% | +11.8% | +12.3% |
| 3M | +28.2% | +19.0% | +9.2% | +19.4% |
| 6M | -18.8% | +10.8% | -29.6% | -22.4% |
| YTD | +27.4% | +20.1% | +7.2% | +17.7% |
| 1Y | +132.2% | +23.1% | +109.1% | +112.1% |
| 3Y | +286.9% | -8.8% | +295.7% | +292.5% |
| 5Y | +72.8% | -1.4% | +74.2% | +69.2% |
| 10Y | +74.6% | +60.5% | +14.1% | +26.5% |
| All | +451.1% | +371.0% | +80.1% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling