+17.9%
HYG vs AMDL
+115.6%
-97.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.3% |
| 7D | -0.7% | +20.7% | -21.4% | -1.1% |
| 30D | -0.6% | +9.4% | -10.0% | -0.8% |
| 3M | +0.4% | +5.6% | -5.2% | -0.1% |
| 6M | +1.2% | +340.3% | -339.0% | -2.4% |
| YTD | +1.5% | +253.6% | -252.2% | -2.2% |
| 1Y | +3.2% | +443.4% | -440.2% | -2.1% |
| All | +17.9% | +115.6% | -97.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling