+55.2%
HYG vs AMC
-99.0%
+154.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | -0.7% | -7.1% | +6.3% | -0.7% |
| 30D | -0.6% | -1.7% | +1.1% | -0.6% |
| 3M | +0.4% | +13.5% | -13.0% | +0.2% |
| 6M | +1.2% | +112.6% | -111.4% | +0.4% |
| YTD | +1.5% | +51.3% | -49.8% | +0.9% |
| 1Y | +3.2% | -14.5% | +17.7% | +3.0% |
| 3Y | +25.9% | -67.1% | +93.0% | +25.9% |
| 5Y | +18.6% | -99.5% | +118.1% | +21.0% |
| All | +55.2% | -99.0% | +154.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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