+62.0%
BMY vs AMC
-98.9%
+160.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.2% |
| 7D | -3.3% | -0.8% | -2.6% | -3.3% |
| 30D | 0.0% | -1.2% | +1.1% | 0.0% |
| 3M | +17.7% | +42.2% | -24.5% | +17.5% |
| 6M | +9.6% | +118.8% | -109.2% | +9.3% |
| YTD | +24.0% | +64.1% | -40.1% | +23.7% |
| 1Y | +45.1% | -9.5% | +54.6% | +45.0% |
| 3Y | +22.5% | -64.3% | +86.8% | +22.4% |
| 5Y | +22.3% | -99.5% | +121.8% | +22.4% |
| 10Y | +62.0% | -98.9% | +160.9% | +63.4% |
| All | +62.0% | -98.9% | +160.9% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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