-11.3%
BSX vs AMT
+10.0%
-21.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +0.1% | +4.6% | -4.5% | -0.3% |
| 3M | -2.1% | -8.4% | +6.3% | -1.7% |
| 6M | -33.8% | -6.0% | -27.8% | -33.8% |
| YTD | -49.9% | +2.1% | -52.0% | -49.9% |
| 1Y | -55.4% | -6.4% | -49.1% | -55.3% |
| All | -11.3% | +10.0% | -21.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling