-99.8%
AMIX vs USHY
+20.2%
-120.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.8% |
| 7D | -13.7% | -0.1% | -13.6% | -13.2% |
| 30D | -62.1% | +0.1% | -62.2% | -62.2% |
| 3M | -46.2% | +0.8% | -47.0% | -47.0% |
| 6M | -46.4% | +1.7% | -48.2% | -48.3% |
| YTD | -60.3% | +2.5% | -62.7% | -62.4% |
| 1Y | -79.7% | +4.4% | -84.1% | -81.6% |
| All | -99.8% | +20.2% | -120.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling