+3,116.1%
AMAT vs HYG
+153.5%
+2,962.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.2% |
| 30D | -14.8% | +0.1% | -14.9% | -14.9% |
| 3M | -9.3% | +0.7% | -9.9% | -9.9% |
| 6M | +27.4% | +1.5% | +25.9% | +25.6% |
| YTD | +77.6% | +2.2% | +75.4% | +73.5% |
| 1Y | +188.9% | +3.9% | +185.0% | +176.1% |
| 3Y | +202.3% | +26.0% | +176.3% | +121.7% |
| 5Y | +248.9% | +19.2% | +229.7% | +186.1% |
| 10Y | +1,585.2% | +54.8% | +1,530.4% | +985.2% |
| All | +3,116.1% | +153.5% | +2,962.6% | +1,198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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