-48.3%
ACM vs VSXY
+199.3%
-247.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.8% |
| 7D | -3.7% | -10.7% | +7.0% | -3.0% |
| 30D | -12.7% | -24.3% | +11.6% | -11.0% |
| 3M | -9.8% | +1.0% | -10.8% | -9.6% |
| 6M | -31.4% | +57.4% | -88.8% | -33.8% |
| YTD | -32.1% | +39.8% | -71.9% | -33.6% |
| All | -48.3% | +199.3% | -247.6% | -54.9% |
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