-9.0%
BDX vs AME
+55.9%
-64.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -3.6% | +1.3% | -4.9% | -3.8% |
| 30D | +0.7% | -6.6% | +7.3% | +2.0% |
| 3M | +19.0% | +3.0% | +16.0% | +17.7% |
| 6M | +10.8% | +5.3% | +5.5% | +8.7% |
| YTD | +20.1% | +15.4% | +4.7% | +15.2% |
| 1Y | +23.1% | +26.8% | -3.8% | +15.4% |
| All | -9.0% | +55.9% | -64.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling