-99.9%
AMIX vs USHY
+18.4%
-118.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +10.6% |
| 7D | +11.4% | +0.3% | +11.1% | +9.6% |
| 30D | -40.5% | +0.4% | -40.9% | -41.8% |
| 3M | -80.1% | -1.3% | -78.8% | -78.7% |
| 6M | -74.8% | -0.4% | -74.4% | -73.4% |
| YTD | -84.0% | +1.0% | -85.0% | -83.6% |
| 1Y | -89.7% | +2.0% | -91.7% | -89.8% |
| All | -99.9% | +18.4% | -118.3% | -99.9% |
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