+56.7%
BDX vs AMCR
+14.6%
+42.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -3.2% | -6.3% | +3.1% | -1.5% |
| 30D | -2.5% | -7.8% | +5.3% | -0.5% |
| 3M | +21.4% | +7.5% | +13.9% | +19.2% |
| 6M | +10.4% | +2.7% | +7.7% | +9.3% |
| YTD | +18.8% | +6.0% | +12.8% | +16.4% |
| 1Y | +21.7% | +7.8% | +13.9% | +18.7% |
| 3Y | -10.0% | +5.8% | -15.7% | -12.4% |
| 5Y | -1.8% | -11.6% | +9.8% | -1.0% |
| All | +56.7% | +14.6% | +42.0% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling