+348.0%
AMD vs USHY
+28.5%
+319.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.8% |
| 7D | +2.6% | -0.1% | +2.7% | +3.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.3% |
| 3M | -8.7% | +0.8% | -9.5% | -11.4% |
| 6M | +136.3% | +1.7% | +134.6% | +123.0% |
| YTD | +123.0% | +2.5% | +120.5% | +104.8% |
| 1Y | +195.2% | +4.4% | +190.8% | +151.4% |
| All | +348.0% | +28.5% | +319.5% | +107.2% |
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