+25.9%
BDX vs AMCR
+11.5%
+14.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -2.5% | -3.3% | +0.7% | -1.5% |
| 30D | +8.3% | -5.4% | +13.7% | +10.1% |
| 3M | +24.4% | +20.0% | +4.4% | +18.4% |
| 6M | +9.2% | 0.0% | +9.1% | +9.3% |
| YTD | +22.7% | +11.5% | +11.2% | +19.5% |
| 1Y | +25.9% | +11.4% | +14.5% | +23.3% |
| All | +25.9% | +11.5% | +14.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling