-99.0%
AMC vs BDX
+56.2%
-155.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.1% |
| 7D | -6.8% | -3.6% | -3.3% | -6.1% |
| 30D | +1.7% | +0.7% | +1.0% | +1.5% |
| 3M | +26.8% | +19.0% | +7.8% | +22.0% |
| 6M | +117.7% | +10.8% | +106.9% | +112.7% |
| YTD | +57.7% | +20.1% | +37.6% | +50.9% |
| 1Y | -12.5% | +23.1% | -35.5% | -16.8% |
| 3Y | -65.7% | -8.8% | -56.9% | -65.5% |
| 5Y | -99.5% | -1.4% | -98.1% | -99.5% |
| 10Y | -99.0% | +60.5% | -159.5% | -99.0% |
| All | -99.0% | +56.2% | -155.1% | -99.0% |
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