+76.0%
AMT vs USHY
+48.0%
+28.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +1.5% | -0.4% | +1.9% | +2.2% |
| 30D | +6.8% | +0.6% | +6.2% | +5.8% |
| 3M | +11.2% | -2.0% | +13.2% | +14.9% |
| 6M | +12.5% | -0.5% | +13.0% | +13.4% |
| YTD | +12.5% | +0.6% | +11.9% | +11.3% |
| 1Y | +10.1% | +2.1% | +8.0% | +6.3% |
| 3Y | +16.0% | +25.3% | -9.3% | -19.9% |
| 5Y | -17.2% | +19.7% | -36.9% | -37.6% |
| All | +76.0% | +48.0% | +28.0% | -1.7% |
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 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