-33.1%
BSX vs AMDL
+117.8%
-150.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +11.7% | -17.6% | -6.3% |
| 7D | -6.4% | +19.9% | -26.4% | -7.1% |
| 30D | -8.8% | +6.3% | -15.0% | -9.1% |
| 3M | -7.6% | -9.9% | +2.3% | -8.6% |
| 6M | -37.0% | +394.3% | -431.3% | -45.0% |
| YTD | -52.8% | +257.3% | -310.1% | -58.0% |
| 1Y | -58.4% | +508.5% | -566.9% | -65.0% |
| All | -33.1% | +117.8% | -150.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling