+91.2%
BSX vs AMT
+96.3%
-5.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -7.0% | +1.5% | -8.5% | -7.6% |
| 30D | -10.9% | +3.7% | -14.6% | -12.1% |
| 3M | -8.2% | -7.2% | -1.0% | -6.0% |
| 6M | -37.5% | -4.2% | -33.3% | -36.8% |
| YTD | -52.8% | +1.9% | -54.7% | -53.6% |
| 1Y | -58.4% | -6.4% | -52.0% | -57.9% |
| 3Y | -16.5% | +7.7% | -24.3% | -23.3% |
| 5Y | -1.0% | -30.9% | +29.9% | +9.3% |
| 10Y | +91.2% | +105.4% | -14.1% | +42.5% |
| All | +91.2% | +96.3% | -5.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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