-97.2%
AMC vs USHY
+48.0%
-145.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.4% |
| 7D | +3.5% | -0.4% | +3.9% | +4.7% |
| 30D | +12.5% | +0.6% | +11.9% | +11.1% |
| 3M | +23.6% | -2.0% | +25.6% | +31.0% |
| 6M | +144.4% | -0.5% | +144.9% | +150.6% |
| YTD | +108.3% | +0.6% | +107.7% | +109.1% |
| 1Y | +38.9% | +2.1% | +36.8% | +34.3% |
| 3Y | -58.9% | +25.3% | -84.2% | -75.7% |
| 5Y | -99.2% | +19.7% | -118.9% | -99.4% |
| All | -97.2% | +48.0% | -145.2% | -98.5% |
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 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