+119.6%
AMDL vs USHY
+17.9%
+101.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.1% | +14.2% | +12.8% |
| 7D | +18.5% | -0.2% | +18.7% | +24.3% |
| 30D | -24.2% | +0.5% | -24.7% | -24.9% |
| 3M | +11.5% | -1.2% | +12.6% | +32.3% |
| 6M | -1.0% | -0.1% | -0.9% | +10.0% |
| YTD | +260.3% | +1.1% | +259.1% | +276.3% |
| 1Y | +178.2% | +2.0% | +176.2% | +167.7% |
| All | +119.6% | +17.9% | +101.7% | -8.5% |
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 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