+66.0%
AMAT vs USHY
+1.6%
+64.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -1.0% |
| 7D | +19.3% | -0.3% | +19.6% | +22.1% |
| 30D | -17.9% | +0.3% | -18.2% | -18.8% |
| 3M | -30.4% | -1.7% | -28.7% | -21.0% |
| 6M | -11.4% | -0.4% | -11.1% | -7.6% |
| YTD | +48.8% | +0.7% | +48.0% | +49.9% |
| 1Y | +66.0% | +1.8% | +64.2% | +53.7% |
| All | +66.0% | +1.6% | +64.5% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling