+25.6%
HYG vs AME
+59.6%
-34.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | -0.7% | +1.7% | -2.5% | -0.9% |
| 30D | -0.7% | -6.4% | +5.7% | -0.1% |
| 3M | -0.2% | +7.1% | -7.3% | -1.0% |
| 6M | +1.4% | +8.2% | -6.7% | +0.4% |
| YTD | +1.5% | +18.2% | -16.7% | -0.6% |
| 1Y | +2.9% | +26.7% | -23.9% | -0.1% |
| 3Y | +25.6% | +60.7% | -35.1% | +16.7% |
| All | +25.6% | +59.6% | -34.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling