+68.1%
HYG vs AMC
-98.1%
+166.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.2% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +0.7% | +35.2% | -34.6% | +0.2% |
| 6M | +1.5% | +124.6% | -123.1% | +0.5% |
| YTD | +2.2% | +69.9% | -67.7% | +1.4% |
| 1Y | +3.9% | -2.6% | +6.5% | +3.6% |
| 3Y | +26.0% | -79.8% | +105.8% | +26.5% |
| 5Y | +19.2% | -99.4% | +118.6% | +21.7% |
| 10Y | +54.8% | -98.9% | +153.7% | +57.0% |
| All | +68.1% | -98.1% | +166.2% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling