+148.8%
HYG vs AMT
+583.9%
-435.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +0.7% | +6.8% | -6.1% | -0.5% |
| 3M | -2.1% | +11.2% | -13.3% | -4.1% |
| 6M | -0.8% | +12.5% | -13.3% | -3.3% |
| YTD | +0.3% | +12.5% | -12.2% | -2.5% |
| 1Y | +1.8% | +10.1% | -8.3% | -0.7% |
| 3Y | +24.1% | +16.0% | +8.1% | +18.2% |
| 5Y | +17.7% | -17.2% | +34.9% | +18.2% |
| 10Y | +56.8% | +135.2% | -78.5% | +25.1% |
| All | +148.8% | +583.9% | -435.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling