+860.4%
BDX vs AGI
+5,381.0%
-4,520.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -3.0% |
| 7D | -4.3% | +4.4% | -8.7% | -4.4% |
| 30D | +1.3% | +10.0% | -8.7% | +1.0% |
| 3M | +20.2% | +1.7% | +18.5% | +20.1% |
| 6M | +8.6% | -26.8% | +35.4% | +9.4% |
| YTD | +19.0% | -5.3% | +24.3% | +18.8% |
| 1Y | +21.2% | +11.5% | +9.7% | +20.3% |
| 3Y | -9.7% | +212.9% | -222.6% | -13.1% |
| 5Y | -3.4% | +388.8% | -392.2% | -8.4% |
| 10Y | +53.9% | +383.6% | -329.7% | +44.3% |
| All | +860.4% | +5,381.0% | -4,520.5% | +784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling