-3.4%
BDX vs ACM
+4.8%
-8.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +1.3% | -12.9% | +14.2% | +3.7% |
| 3M | +20.2% | -6.4% | +26.6% | +21.3% |
| 6M | +8.6% | -29.2% | +37.8% | +15.4% |
| YTD | +19.0% | -29.9% | +48.9% | +26.1% |
| 1Y | +21.2% | -47.3% | +68.4% | +36.3% |
| 3Y | -9.7% | -19.6% | +9.9% | -9.0% |
| 5Y | -3.4% | +5.5% | -8.9% | -8.3% |
| All | -3.4% | +4.8% | -8.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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