+142.4%
AMT vs BDX
+95.1%
+47.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +1.5% | +2.9% | -1.4% | +0.3% |
| 30D | +6.8% | +15.4% | -8.6% | +0.7% |
| 3M | +11.2% | +20.5% | -9.3% | +2.9% |
| 6M | +12.5% | +53.2% | -40.7% | -5.8% |
| YTD | +12.5% | +45.7% | -33.2% | -4.4% |
| 1Y | +10.1% | +47.3% | -37.2% | -7.0% |
| 3Y | +16.0% | +25.1% | -9.0% | +2.7% |
| 5Y | -17.2% | +27.4% | -44.6% | -27.9% |
| All | +142.4% | +95.1% | +47.3% | +83.0% |
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