+65.0%
HYG vs AMC
-97.6%
+162.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | -0.4% | +3.5% | -3.9% | -0.4% |
| 30D | +0.7% | +12.5% | -11.8% | +0.6% |
| 3M | -2.1% | +23.6% | -25.7% | -2.3% |
| 6M | -0.8% | +144.4% | -145.2% | -1.9% |
| YTD | +0.3% | +108.3% | -108.1% | -0.7% |
| 1Y | +1.8% | +38.9% | -37.1% | +1.1% |
| 3Y | +24.1% | -58.9% | +83.0% | +24.0% |
| 5Y | +17.7% | -99.2% | +116.9% | +19.9% |
| 10Y | +56.8% | -98.8% | +155.5% | +60.2% |
| All | +65.0% | -97.6% | +162.7% | +62.1% |
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