+153.5%
HYG vs AMT
+520.8%
-367.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +0.1% | +4.6% | -4.5% | -0.7% |
| 3M | +0.7% | -8.4% | +9.1% | +2.0% |
| 6M | +1.5% | -6.0% | +7.5% | +2.2% |
| YTD | +2.2% | +2.1% | +0.1% | +1.2% |
| 1Y | +3.9% | -6.4% | +10.3% | +4.4% |
| 3Y | +26.0% | +8.1% | +17.9% | +21.4% |
| 5Y | +19.2% | -31.9% | +51.1% | +24.2% |
| 10Y | +54.8% | +97.1% | -42.3% | +27.7% |
| All | +153.5% | +520.8% | -367.3% | +56.8% |
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