+3,949.0%
AMD vs HYG
+148.8%
+3,800.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.6% |
| 7D | +18.9% | -0.4% | +19.3% | +19.9% |
| 30D | -6.4% | +0.7% | -7.1% | -7.5% |
| 3M | +10.6% | -2.1% | +12.7% | +16.0% |
| 6M | +19.9% | -0.8% | +20.7% | +23.2% |
| YTD | +149.4% | +0.3% | +149.1% | +152.6% |
| 1Y | +115.4% | +1.8% | +113.6% | +111.8% |
| 3Y | +357.3% | +24.1% | +333.1% | +212.4% |
| 5Y | +261.1% | +17.7% | +243.4% | +189.5% |
| 10Y | +7,883.0% | +56.8% | +7,826.2% | +4,025.1% |
| All | +3,949.0% | +148.8% | +3,800.2% | +1,046.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling