+293.9%
BDX vs AMCR
+97.2%
+196.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.5% |
| 7D | -3.6% | -6.3% | +2.7% | -2.3% |
| 30D | +0.7% | -7.1% | +7.8% | +2.2% |
| 3M | +19.0% | +12.7% | +6.3% | +16.2% |
| 6M | +10.8% | +5.2% | +5.6% | +9.4% |
| YTD | +20.1% | +8.1% | +12.1% | +17.9% |
| 1Y | +23.1% | +11.7% | +11.3% | +20.0% |
| 3Y | -8.8% | +9.9% | -18.7% | -11.1% |
| 5Y | -1.4% | -8.7% | +7.2% | -1.3% |
| 10Y | +60.5% | +16.8% | +43.7% | +52.3% |
| All | +293.9% | +97.2% | +196.7% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling