+25.9%
BDX vs AGI
+17.6%
+8.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +8.3% | +18.2% | -10.0% | +7.2% |
| 3M | +24.4% | -4.1% | +28.5% | +24.4% |
| 6M | +9.2% | -28.7% | +37.9% | +10.5% |
| YTD | +22.7% | -4.0% | +26.7% | +22.9% |
| 1Y | +25.9% | +17.4% | +8.5% | +25.7% |
| All | +25.9% | +17.6% | +8.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling