-18.5%
AMRZ vs USHY
+5.1%
-23.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | -0.3% | +1.4% | +2.1% |
| 30D | +15.1% | 0.0% | +15.0% | +14.7% |
| 3M | -18.1% | -1.8% | -16.3% | -11.5% |
| 6M | -23.5% | -1.0% | -22.4% | -19.9% |
| YTD | -21.6% | +0.5% | -22.1% | -22.1% |
| 1Y | -14.7% | +1.9% | -16.6% | -18.8% |
| All | -18.5% | +5.1% | -23.6% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling