+8.1%
AMT vs BDX
-9.0%
+17.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +1.5% | -3.6% | +5.0% | +2.3% |
| 30D | +3.7% | +0.7% | +3.1% | +3.5% |
| 3M | -7.2% | +19.0% | -26.1% | -10.8% |
| 6M | -4.2% | +10.8% | -14.9% | -6.7% |
| YTD | +1.9% | +20.1% | -18.3% | -2.7% |
| 1Y | -6.4% | +23.1% | -29.4% | -11.1% |
| All | +8.1% | -9.0% | +17.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling