+1.6%
HYG vs AMT
+13.5%
-11.9%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.6% |
| 7D | -0.1% | +6.0% | -6.1% | -0.2% |
| 30D | +0.7% | +20.1% | -19.4% | +0.3% |
| 3M | -2.0% | +12.4% | -14.4% | -2.3% |
| 6M | -0.9% | +9.9% | -10.8% | -1.1% |
| YTD | +0.1% | +14.4% | -14.3% | -0.3% |
| 1Y | +1.6% | +12.4% | -10.8% | +1.4% |
| All | +1.6% | +13.5% | -11.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling