+37.4%
BDX vs AMRZ
-20.1%
+57.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.2% | -7.5% | +4.4% | -1.9% |
| 30D | -2.5% | -12.4% | +9.9% | -0.5% |
| 3M | +21.4% | -22.4% | +43.8% | +25.9% |
| 6M | +10.4% | -29.5% | +39.9% | +15.7% |
| YTD | +18.8% | -24.1% | +43.0% | +23.3% |
| 1Y | +21.7% | -26.3% | +47.9% | +24.2% |
| All | +37.4% | -20.1% | +57.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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