+131.0%
AMDL vs USHY
+19.2%
+111.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +8.1% |
| 7D | +29.0% | -0.1% | +29.1% | +30.6% |
| 30D | +19.1% | 0.0% | +19.1% | +19.7% |
| 3M | +1.8% | +0.8% | +0.9% | -4.5% |
| 6M | +374.4% | +1.9% | +372.5% | +324.0% |
| YTD | +278.9% | +2.3% | +276.7% | +235.2% |
| 1Y | +510.6% | +4.1% | +506.4% | +358.2% |
| All | +131.0% | +19.2% | +111.7% | -18.5% |
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 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