+295.7%
AMD vs USHY
+24.8%
+270.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -0.3% | -10.8% | -9.5% |
| 30D | -30.5% | 0.0% | -30.5% | -29.9% |
| 3M | -8.2% | -1.8% | -6.4% | +1.3% |
| 6M | +6.6% | -1.0% | +7.6% | +14.5% |
| YTD | +109.7% | +0.5% | +109.2% | +113.3% |
| 1Y | +88.9% | +1.9% | +87.0% | +81.0% |
| All | +295.7% | +24.8% | +270.9% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling