+52.3%
BDX vs AME
+21.1%
+31.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.6% | +10.2% | +5.7% |
| 7D | +7.2% | -4.4% | +11.6% | +7.4% |
| 30D | +15.8% | -5.9% | +21.7% | +16.1% |
| 3M | +23.7% | -6.5% | +30.2% | +24.3% |
| 6M | +44.8% | +3.2% | +41.6% | +41.3% |
| YTD | +39.8% | +16.0% | +23.8% | +27.2% |
| 1Y | +52.3% | +20.4% | +31.9% | +34.3% |
| All | +52.3% | +21.1% | +31.2% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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