+4,091.8%
AMD vs HYG
+150.1%
+3,941.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +6.9% |
| 7D | +13.1% | -0.2% | +13.3% | +13.9% |
| 30D | -7.0% | +0.6% | -7.6% | -7.7% |
| 3M | +16.6% | -1.2% | +17.8% | +20.1% |
| 6M | +20.5% | -0.4% | +20.9% | +22.8% |
| YTD | +158.2% | +0.8% | +157.4% | +158.8% |
| 1Y | +132.8% | +1.7% | +131.1% | +129.3% |
| 3Y | +366.2% | +24.7% | +341.5% | +215.8% |
| 5Y | +278.7% | +18.4% | +260.3% | +200.3% |
| 10Y | +8,164.6% | +57.6% | +8,107.0% | +4,126.6% |
| All | +4,091.8% | +150.1% | +3,941.7% | +1,074.7% |
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