+18.2%
BDX vs AS
+137.8%
-119.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +7.3% | +4.5% | +2.8% | +6.9% |
| 30D | +15.7% | +13.2% | +2.5% | +14.4% |
| 3M | +19.1% | -11.9% | +31.0% | +20.2% |
| 6M | +44.1% | -11.6% | +55.7% | +45.3% |
| YTD | +42.1% | -14.7% | +56.8% | +43.2% |
| 1Y | +52.6% | +5.7% | +46.9% | +51.2% |
| All | +18.2% | +137.8% | -119.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling