-10.0%
BDX vs AGI
+206.1%
-216.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.2% | -2.7% | -0.4% | -2.9% |
| 30D | -2.5% | +7.2% | -9.8% | -3.2% |
| 3M | +21.4% | +4.3% | +17.2% | +20.8% |
| 6M | +10.4% | -27.1% | +37.5% | +12.8% |
| YTD | +18.8% | -6.6% | +25.4% | +18.3% |
| 1Y | +21.7% | +9.5% | +12.2% | +18.9% |
| 3Y | -10.0% | +208.4% | -218.4% | -23.2% |
| All | -10.0% | +206.1% | -216.1% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling