+153.0%
HYG vs AME
+1,662.6%
-1,509.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | -0.1% | -6.6% | +6.5% | +1.3% |
| 3M | +0.7% | +3.0% | -2.3% | -0.1% |
| 6M | +1.5% | +5.3% | -3.8% | +0.1% |
| YTD | +1.9% | +15.4% | -13.5% | -1.6% |
| 1Y | +3.7% | +26.8% | -23.1% | -2.1% |
| 3Y | +26.5% | +56.5% | -30.0% | +12.7% |
| 5Y | +19.0% | +85.2% | -66.3% | +1.3% |
| 10Y | +56.5% | +428.5% | -372.0% | +2.0% |
| All | +153.0% | +1,662.6% | -1,509.6% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling