+220.0%
BSX vs AMT
+1,311.4%
-1,091.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +0.1% | +4.6% | -4.5% | -0.6% |
| 3M | -2.1% | -8.4% | +6.3% | -0.8% |
| 6M | -33.8% | -6.0% | -27.8% | -33.2% |
| YTD | -49.9% | +2.1% | -52.0% | -50.2% |
| 1Y | -55.4% | -6.4% | -49.1% | -55.2% |
| 3Y | -10.9% | +8.1% | -18.9% | -13.5% |
| 5Y | +6.4% | -31.9% | +38.3% | +10.7% |
| 10Y | +97.0% | +97.1% | -0.1% | +75.2% |
| All | +220.0% | +1,311.4% | -1,091.4% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling