+6,370.3%
AMD vs BMY
+60.5%
+6,309.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.4% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -30.5% | +4.1% | -34.6% | -31.3% |
| 3M | -8.2% | -2.1% | -6.1% | -8.3% |
| 6M | +6.6% | +12.2% | -5.6% | +2.5% |
| YTD | +109.7% | +20.3% | +89.3% | +97.1% |
| 1Y | +88.9% | +39.2% | +49.7% | +70.3% |
| 3Y | +301.8% | +35.6% | +266.2% | +254.7% |
| 5Y | +229.4% | +28.6% | +200.8% | +187.9% |
| All | +6,370.3% | +60.5% | +6,309.8% | +5,286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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