-98.7%
AMC vs BDX
+84.3%
-182.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +5.5% | +7.3% | -1.8% | +3.9% |
| 30D | +16.1% | +15.7% | +0.4% | +12.6% |
| 3M | +43.0% | +19.1% | +23.9% | +37.9% |
| 6M | +130.7% | +44.1% | +86.5% | +113.0% |
| YTD | +121.8% | +42.1% | +79.7% | +105.1% |
| 1Y | +40.7% | +52.6% | -12.0% | +27.8% |
| 3Y | -56.8% | +22.6% | -79.4% | -59.2% |
| 5Y | -99.1% | +23.3% | -122.4% | -99.1% |
| 10Y | -98.7% | +84.8% | -183.5% | -98.7% |
| All | -98.7% | +84.3% | -182.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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