+196.4%
BDX vs ALM
+7,705.7%
-7,509.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | +8.3% | +32.0% | -23.8% | +8.2% |
| 3M | +24.4% | -15.0% | +39.4% | +24.4% |
| 6M | +9.2% | -10.1% | +19.3% | +9.2% |
| YTD | +22.7% | +99.4% | -76.7% | +22.5% |
| 1Y | +25.9% | +316.4% | -290.5% | +25.4% |
| 3Y | -10.5% | +2,022.0% | -2,032.5% | -11.2% |
| 5Y | +1.9% | +941.2% | -939.3% | +1.2% |
| 10Y | +58.7% | +2,950.3% | -2,891.7% | +57.1% |
| All | +196.4% | +7,705.7% | -7,509.3% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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