-97.1%
AMC vs USHY
+47.7%
-144.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.7% |
| 7D | +5.5% | +0.3% | +5.2% | +4.9% |
| 30D | +16.1% | -0.1% | +16.2% | +16.9% |
| 3M | +43.0% | -1.9% | +44.8% | +50.9% |
| 6M | +130.7% | -1.0% | +131.7% | +139.3% |
| YTD | +121.8% | +0.4% | +121.4% | +123.6% |
| 1Y | +40.7% | +1.4% | +39.2% | +38.3% |
| 3Y | -56.8% | +24.9% | -81.7% | -74.3% |
| 5Y | -99.1% | +19.3% | -118.4% | -99.4% |
| All | -97.1% | +47.7% | -144.8% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling