-34.3%
BSX vs AMDL
+145.7%
-179.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.9% | -13.9% | -2.4% |
| 7D | -1.0% | +103.5% | -104.5% | -3.0% |
| 30D | +2.1% | -18.3% | +20.4% | +2.1% |
| 3M | -14.0% | +20.1% | -34.1% | -15.4% |
| 6M | -18.3% | +15.9% | -34.2% | -21.0% |
| YTD | -53.6% | +303.0% | -356.7% | -59.2% |
| 1Y | -57.6% | +164.0% | -221.5% | -61.9% |
| All | -34.3% | +145.7% | -179.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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