+201.5%
AMD vs USHY
+18.9%
+182.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -0.3% | -10.8% | -9.9% |
| 30D | -30.5% | 0.0% | -30.5% | -30.1% |
| 3M | -8.2% | -1.8% | -6.4% | -1.3% |
| 6M | +6.6% | -1.0% | +7.6% | +12.5% |
| YTD | +109.7% | +0.5% | +109.2% | +112.4% |
| 1Y | +88.9% | +1.9% | +87.0% | +82.7% |
| 3Y | +301.8% | +24.9% | +276.9% | +110.7% |
| All | +201.5% | +18.9% | +182.7% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling