+380.2%
AMD vs HYG
+26.5%
+353.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +6.1% |
| 7D | +10.0% | 0.0% | +10.0% | +9.9% |
| 30D | +4.6% | -0.1% | +4.7% | +5.0% |
| 3M | +3.1% | +1.0% | +2.2% | -0.7% |
| 6M | +162.8% | +2.3% | +160.5% | +142.4% |
| YTD | +136.2% | +2.1% | +134.0% | +120.6% |
| 1Y | +234.0% | +3.8% | +230.2% | +192.5% |
| All | +380.2% | +26.5% | +353.7% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling