+329.5%
BDX vs ACM
+230.8%
+98.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -2.5% | -3.7% | +1.2% | -1.8% |
| 30D | +8.3% | -11.1% | +19.4% | +10.3% |
| 3M | +24.4% | -8.0% | +32.4% | +25.9% |
| 6M | +9.2% | -29.7% | +38.8% | +15.7% |
| YTD | +22.7% | -29.4% | +52.1% | +29.5% |
| 1Y | +25.9% | -46.4% | +72.3% | +39.5% |
| 3Y | -10.5% | -22.3% | +11.9% | -8.2% |
| 5Y | +1.9% | +4.5% | -2.5% | -1.9% |
| 10Y | +58.7% | +127.6% | -68.9% | +26.4% |
| All | +329.5% | +230.8% | +98.7% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling