+52.3%
BDX vs AMCR
+32.3%
+20.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.4% |
| 7D | +7.2% | +6.2% | +1.0% | +4.9% |
| 30D | +15.8% | +16.0% | -0.2% | +10.1% |
| 3M | +23.7% | +4.4% | +19.3% | +21.6% |
| 6M | +44.8% | +35.5% | +9.3% | +31.8% |
| YTD | +39.8% | +21.5% | +18.3% | +32.7% |
| 1Y | +52.3% | +30.7% | +21.6% | +42.5% |
| All | +52.3% | +32.3% | +20.1% | +42.5% |
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