+4,238.9%
AMD vs USHY
+50.4%
+4,188.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.6% |
| 7D | +14.0% | -0.1% | +14.1% | +14.4% |
| 30D | +11.0% | 0.0% | +11.0% | +11.1% |
| 3M | +9.6% | +0.8% | +8.7% | +7.4% |
| 6M | +157.1% | +1.9% | +155.2% | +146.7% |
| YTD | +143.3% | +2.3% | +141.1% | +132.2% |
| 1Y | +234.4% | +4.1% | +230.3% | +203.7% |
| 3Y | +391.2% | +27.8% | +363.4% | +165.2% |
| 5Y | +390.9% | +21.5% | +369.4% | +219.1% |
| All | +4,238.9% | +50.4% | +4,188.5% | +1,716.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling