-97.8%
AMC vs USHY
+50.7%
-148.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +2.3% | -0.1% | +2.4% | +2.7% |
| 30D | -0.7% | +0.1% | -0.8% | -0.8% |
| 3M | +35.2% | +0.8% | +34.4% | +32.7% |
| 6M | +124.6% | +1.7% | +122.8% | +117.7% |
| YTD | +69.9% | +2.5% | +67.4% | +61.7% |
| 1Y | -2.6% | +4.4% | -7.0% | -11.4% |
| 3Y | -79.8% | +27.4% | -107.1% | -88.6% |
| 5Y | -99.4% | +21.7% | -121.1% | -99.6% |
| All | -97.8% | +50.7% | -148.5% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling