+807.5%
BDX vs AU
+789.2%
+18.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.9% |
| 7D | -3.6% | +0.6% | -4.2% | -3.6% |
| 30D | +0.7% | +12.3% | -11.6% | 0.0% |
| 3M | +19.0% | +29.4% | -10.4% | +17.2% |
| 6M | +10.8% | +3.2% | +7.6% | +10.1% |
| YTD | +20.1% | +31.8% | -11.7% | +17.7% |
| 1Y | +23.1% | +83.4% | -60.3% | +18.3% |
| 3Y | -8.8% | +623.1% | -631.9% | -19.1% |
| 5Y | -1.4% | +700.5% | -701.9% | -13.7% |
| 10Y | +60.5% | +717.6% | -657.1% | +36.5% |
| All | +807.5% | +789.2% | +18.3% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling