-15.1%
AMRZ vs USHY
+4.6%
-19.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | -1.9% | -0.1% | -1.8% | -1.3% |
| 30D | -16.9% | +0.1% | -17.0% | -17.3% |
| 3M | -19.2% | +0.8% | -20.0% | -22.1% |
| 6M | -29.3% | +1.7% | -31.0% | -34.0% |
| YTD | -18.0% | +2.5% | -20.4% | -25.3% |
| 1Y | -15.1% | +4.4% | -19.5% | -27.7% |
| All | -15.1% | +4.6% | -19.6% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling