+6,320.2%
BDX vs AME
+19,084.4%
-12,764.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.9% | +5.9% | -3.0% | +1.7% |
| 30D | +15.4% | -1.9% | +17.3% | +15.6% |
| 3M | +20.5% | -5.4% | +25.9% | +21.5% |
| 6M | +53.2% | +4.9% | +48.3% | +50.7% |
| YTD | +45.7% | +18.5% | +27.2% | +39.4% |
| 1Y | +47.3% | +25.5% | +21.8% | +39.2% |
| 3Y | +25.1% | +63.0% | -38.0% | +10.8% |
| 5Y | +27.4% | +78.3% | -50.9% | +10.3% |
| 10Y | +95.4% | +447.1% | -351.7% | +33.1% |
| All | +6,320.2% | +19,084.4% | -12,764.1% | +2,601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling