+117.8%
AMDL vs USHY
+19.5%
+98.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +12.0% |
| 7D | +19.9% | 0.0% | +19.9% | +19.5% |
| 30D | +6.3% | 0.0% | +6.3% | +6.7% |
| 3M | -9.9% | +1.2% | -11.0% | -18.0% |
| 6M | +394.3% | +2.6% | +391.7% | +315.0% |
| YTD | +257.3% | +2.4% | +254.9% | +210.2% |
| 1Y | +508.5% | +4.2% | +504.3% | +352.5% |
| All | +117.8% | +19.5% | +98.3% | -24.6% |
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 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