+11.7%
BDX vs ACI
+18.9%
-7.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | -3.6% | -5.0% | +1.5% | -3.1% |
| 30D | +0.7% | -2.3% | +3.0% | +0.9% |
| 3M | +19.0% | -23.2% | +42.1% | +21.1% |
| 6M | +10.8% | -29.5% | +40.3% | +13.5% |
| YTD | +20.1% | -28.6% | +48.7% | +22.8% |
| 1Y | +23.1% | -34.0% | +57.1% | +26.5% |
| 3Y | -8.8% | -45.0% | +36.2% | -5.3% |
| 5Y | -1.4% | -44.0% | +42.6% | +1.5% |
| All | +11.7% | +18.9% | -7.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling