+36.3%
BDX vs AMRZ
-20.3%
+56.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -5.4% | -8.1% | +2.7% | -4.1% |
| 30D | -2.2% | -14.8% | +12.7% | +0.3% |
| 3M | +20.1% | -19.7% | +39.8% | +23.9% |
| 6M | +9.1% | -30.8% | +39.9% | +14.6% |
| YTD | +17.9% | -24.3% | +42.2% | +22.3% |
| 1Y | +22.1% | -24.0% | +46.1% | +25.0% |
| All | +36.3% | -20.3% | +56.5% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling