+85.5%
AME vs USHY
+20.9%
+64.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | 0.0% | -0.7% | +0.8% | +1.2% |
| 30D | -8.6% | -0.5% | -8.1% | -7.8% |
| 3M | +5.8% | +0.5% | +5.3% | +5.0% |
| 6M | +3.8% | +1.5% | +2.3% | +1.7% |
| YTD | +14.4% | +1.7% | +12.7% | +11.8% |
| 1Y | +25.8% | +3.5% | +22.2% | +19.8% |
| 3Y | +55.2% | +27.2% | +28.0% | +12.3% |
| 5Y | +85.5% | +21.0% | +64.5% | +55.4% |
| All | +85.5% | +20.9% | +64.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling