+57.2%
AMT vs USHY
+49.7%
+7.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.6% |
| 7D | -2.7% | -0.7% | -1.9% | -1.5% |
| 30D | +2.0% | -0.5% | +2.6% | +2.9% |
| 3M | -9.3% | +0.5% | -9.8% | -10.1% |
| 6M | -5.2% | +1.5% | -6.7% | -7.5% |
| YTD | +0.5% | +1.7% | -1.3% | -2.4% |
| 1Y | -7.3% | +3.5% | -10.8% | -12.4% |
| 3Y | +6.2% | +27.2% | -20.9% | -28.2% |
| 5Y | -31.2% | +21.0% | -52.2% | -49.0% |
| All | +57.2% | +49.7% | +7.5% | -13.8% |
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