+17.8%
BDX vs AS
+134.9%
-117.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +7.1% | +6.9% | +0.1% | +6.4% |
| 30D | +17.6% | +16.0% | +1.6% | +16.0% |
| 3M | +20.4% | -12.8% | +33.2% | +21.6% |
| 6M | +48.3% | -15.4% | +63.6% | +50.0% |
| YTD | +41.6% | -15.7% | +57.3% | +42.8% |
| 1Y | +55.7% | +6.1% | +49.7% | +54.3% |
| All | +17.8% | +134.9% | -117.1% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling