+18.3%
HYG vs AMIX
-99.9%
+118.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.5% |
| 7D | -0.7% | -6.3% | +5.6% | -0.7% |
| 30D | -0.6% | -51.9% | +51.3% | -0.5% |
| 3M | +0.4% | -44.9% | +45.3% | +0.3% |
| 6M | +1.2% | -47.9% | +49.2% | +1.1% |
| YTD | +1.5% | -62.0% | +63.5% | +1.4% |
| 1Y | +3.2% | -82.0% | +85.2% | +3.2% |
| All | +18.3% | -99.9% | +118.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling