-2.6%
AMC vs USHY
+4.6%
-7.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.5% |
| 7D | +2.3% | -0.1% | +2.4% | +3.1% |
| 30D | -0.7% | +0.1% | -0.8% | -0.9% |
| 3M | +35.2% | +0.8% | +34.4% | +28.8% |
| 6M | +124.6% | +1.7% | +122.8% | +106.9% |
| YTD | +69.9% | +2.5% | +67.4% | +52.5% |
| 1Y | -2.6% | +4.4% | -7.0% | -16.5% |
| All | -2.6% | +4.6% | -7.1% | -16.5% |
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