-97.5%
AMC vs BDX
+223.7%
-321.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.8% | +2.5% | -5.4% | -3.5% |
| 30D | +14.0% | +13.6% | +0.4% | +10.7% |
| 3M | +42.5% | +18.9% | +23.6% | +36.8% |
| 6M | +142.6% | +51.8% | +90.7% | +118.8% |
| YTD | +119.2% | +43.3% | +75.9% | +100.2% |
| 1Y | +40.7% | +48.0% | -7.2% | +27.5% |
| 3Y | -57.3% | +23.7% | -81.0% | -60.0% |
| 5Y | -99.1% | +24.9% | -124.0% | -99.2% |
| 10Y | -98.7% | +92.2% | -190.9% | -99.0% |
| All | -97.5% | +223.7% | -321.2% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling