+56.7%
BDX vs AME
+445.1%
-388.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.3% |
| 7D | -3.2% | +1.7% | -4.9% | -3.7% |
| 30D | -2.5% | -6.4% | +3.9% | -0.5% |
| 3M | +21.4% | +7.1% | +14.3% | +18.2% |
| 6M | +10.4% | +8.2% | +2.2% | +6.8% |
| YTD | +18.8% | +18.2% | +0.7% | +11.4% |
| 1Y | +21.7% | +26.7% | -5.1% | +11.1% |
| 3Y | -10.0% | +60.7% | -70.6% | -25.5% |
| 5Y | -1.8% | +91.6% | -93.4% | -24.7% |
| All | +56.7% | +445.1% | -388.4% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling