+90.6%
HYG vs AMCR
+93.5%
-2.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.7% | -6.3% | +5.6% | 0.0% |
| 30D | -0.7% | -7.8% | +7.1% | +0.1% |
| 3M | -0.2% | +7.5% | -7.7% | -1.1% |
| 6M | +1.4% | +2.7% | -1.3% | +0.8% |
| YTD | +1.5% | +6.0% | -4.6% | +0.3% |
| 1Y | +2.9% | +7.8% | -4.9% | +1.5% |
| 3Y | +25.6% | +5.8% | +19.9% | +23.3% |
| 5Y | +18.6% | -11.6% | +30.2% | +18.4% |
| 10Y | +55.7% | +14.6% | +41.1% | +48.1% |
| All | +90.6% | +93.5% | -2.9% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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