-97.9%
AMC vs USHY
+50.4%
-148.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.4% |
| 7D | -6.8% | -0.1% | -6.7% | -6.5% |
| 30D | +1.7% | 0.0% | +1.7% | +1.9% |
| 3M | +26.8% | +0.8% | +26.0% | +24.2% |
| 6M | +117.7% | +1.9% | +115.8% | +110.2% |
| YTD | +57.7% | +2.3% | +55.4% | +51.0% |
| 1Y | -12.5% | +4.1% | -16.6% | -19.9% |
| 3Y | -65.7% | +27.8% | -93.5% | -80.8% |
| 5Y | -99.5% | +21.5% | -121.0% | -99.7% |
| All | -97.9% | +50.4% | -148.3% | -98.9% |
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