+19.1%
HYG vs AMT
-30.8%
+50.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | +1.5% | -1.6% | -0.3% |
| 30D | -0.1% | +3.7% | -3.8% | -0.5% |
| 3M | +0.7% | -7.2% | +7.9% | +1.5% |
| 6M | +1.5% | -4.2% | +5.7% | +1.8% |
| YTD | +1.9% | +1.9% | +0.1% | +1.3% |
| 1Y | +3.7% | -6.4% | +10.1% | +4.2% |
| 3Y | +26.5% | +7.7% | +18.7% | +22.2% |
| All | +19.1% | -30.8% | +50.0% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling