+8,378.1%
AMD vs HYG
+56.1%
+8,322.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.1% |
| 7D | +10.4% | -0.7% | +11.1% | +12.8% |
| 30D | +6.2% | -0.6% | +6.8% | +7.9% |
| 3M | +11.3% | +0.4% | +10.9% | +10.5% |
| 6M | +147.8% | +1.2% | +146.6% | +143.0% |
| YTD | +135.2% | +1.5% | +133.7% | +129.8% |
| 1Y | +215.7% | +3.2% | +212.5% | +195.5% |
| 3Y | +374.7% | +25.9% | +348.8% | +171.6% |
| 5Y | +378.7% | +18.6% | +360.1% | +237.4% |
| All | +8,378.1% | +56.1% | +8,322.0% | +3,483.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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