+11,477.5%
AMD vs BDX
+5,351.6%
+6,125.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.3% |
| 7D | +2.6% | -2.5% | +5.1% | +3.6% |
| 30D | -0.9% | +8.3% | -9.2% | -4.1% |
| 3M | -8.7% | +24.4% | -33.1% | -17.3% |
| 6M | +136.3% | +9.2% | +127.2% | +124.2% |
| YTD | +123.0% | +22.7% | +100.3% | +100.7% |
| 1Y | +195.2% | +25.9% | +169.3% | +161.7% |
| 3Y | +336.3% | -10.5% | +346.8% | +335.4% |
| 5Y | +334.5% | +1.9% | +332.5% | +306.3% |
| 10Y | +6,259.1% | +58.7% | +6,200.4% | +4,893.1% |
| All | +11,477.5% | +5,351.6% | +6,125.9% | +2,699.3% |
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