-31.2%
AMT vs BDX
-3.5%
-27.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | -2.7% | -5.4% | +2.7% | -0.7% |
| 30D | +2.0% | -2.2% | +4.2% | +2.8% |
| 3M | -9.3% | +20.1% | -29.4% | -15.3% |
| 6M | -5.2% | +9.1% | -14.3% | -8.5% |
| YTD | +0.5% | +17.9% | -17.4% | -6.2% |
| 1Y | -7.3% | +22.1% | -29.3% | -14.7% |
| 3Y | +6.2% | -10.5% | +16.8% | +11.2% |
| 5Y | -31.2% | -2.6% | -28.6% | -31.7% |
| All | -31.2% | -3.5% | -27.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling