+1,311.4%
AMT vs BDX
+1,063.8%
+247.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | -0.2% | -2.5% | +2.3% | +0.7% |
| 30D | +4.6% | +8.3% | -3.6% | +1.5% |
| 3M | -8.4% | +24.4% | -32.8% | -15.8% |
| 6M | -6.0% | +9.2% | -15.2% | -9.4% |
| YTD | +2.1% | +22.7% | -20.6% | -6.0% |
| 1Y | -6.4% | +25.9% | -32.3% | -14.8% |
| 3Y | +8.1% | -10.5% | +18.5% | +9.3% |
| 5Y | -31.9% | +1.9% | -33.8% | -34.6% |
| 10Y | +97.1% | +58.7% | +38.4% | +57.7% |
| All | +1,311.4% | +1,063.8% | +247.6% | +490.4% |
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