-12.5%
AMC vs BDX
+22.7%
-35.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.9% |
| 7D | -6.8% | -3.6% | -3.3% | -7.0% |
| 30D | +1.7% | +0.7% | +1.0% | +1.7% |
| 3M | +26.8% | +19.0% | +7.8% | +29.6% |
| 6M | +117.7% | +10.8% | +106.9% | +128.1% |
| YTD | +57.7% | +20.1% | +37.6% | +62.9% |
| 1Y | -12.5% | +23.1% | -35.5% | -10.5% |
| All | -12.5% | +22.7% | -35.1% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling