-47.0%
ACM vs VSXY
+210.1%
-257.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.4% | +2.4% |
| 7D | +9.5% | +14.2% | -4.7% | +8.6% |
| 30D | +14.7% | +21.9% | -7.1% | +13.3% |
| 3M | -9.5% | +22.1% | -31.6% | -10.7% |
| 6M | -18.0% | +116.7% | -134.7% | -21.6% |
| YTD | -27.3% | +101.1% | -128.4% | -29.6% |
| 1Y | -47.0% | +208.0% | -255.0% | -49.0% |
| All | -47.0% | +210.1% | -257.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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