+56.7%
BDX vs AU
+699.0%
-642.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -3.2% | -4.3% | +1.1% | -3.0% |
| 30D | -2.5% | +7.3% | -9.9% | -2.9% |
| 3M | +21.4% | +26.3% | -4.9% | +19.9% |
| 6M | +10.4% | +1.8% | +8.6% | +9.9% |
| YTD | +18.8% | +26.8% | -8.0% | +16.9% |
| 1Y | +21.7% | +66.7% | -45.0% | +18.1% |
| 3Y | -10.0% | +579.1% | -589.0% | -18.5% |
| 5Y | -1.8% | +689.3% | -691.1% | -12.2% |
| All | +56.7% | +699.0% | -642.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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