+109.1%
AMDL vs USHY
+1.9%
+107.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | -7.8% |
| 7D | -30.7% | -0.2% | -30.5% | -27.3% |
| 30D | -43.8% | +0.7% | -44.4% | -47.0% |
| 3M | -24.5% | -2.2% | -22.3% | +7.3% |
| 6M | +44.7% | -0.9% | +45.5% | +82.3% |
| YTD | +204.0% | +0.2% | +203.8% | +269.3% |
| 1Y | +109.1% | +1.7% | +107.3% | +130.5% |
| All | +109.1% | +1.9% | +107.2% | +130.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling