+270.3%
AME vs USHY
+49.7%
+220.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +1.7% | -0.7% | +2.4% | +3.0% |
| 30D | -6.4% | -0.7% | -5.8% | -5.3% |
| 3M | +7.1% | +0.1% | +7.0% | +7.0% |
| 6M | +8.2% | +1.8% | +6.4% | +5.0% |
| YTD | +18.2% | +1.8% | +16.4% | +14.8% |
| 1Y | +26.7% | +3.3% | +23.5% | +20.0% |
| 3Y | +60.7% | +27.0% | +33.7% | +5.9% |
| 5Y | +91.6% | +21.0% | +70.6% | +41.0% |
| All | +270.3% | +49.7% | +220.6% | +93.3% |
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