-17.8%
AMT vs USHY
+20.3%
-38.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | -2.4% | -0.2% | -2.1% | -2.1% |
| 30D | +4.2% | +0.5% | +3.7% | +3.5% |
| 3M | +13.4% | -1.2% | +14.6% | +15.4% |
| 6M | +9.4% | -0.1% | +9.5% | +9.5% |
| YTD | +11.7% | +1.1% | +10.6% | +9.8% |
| 1Y | +7.1% | +2.0% | +5.1% | +3.9% |
| 3Y | +15.1% | +25.8% | -10.7% | -19.5% |
| All | -17.8% | +20.3% | -38.0% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling