+272.4%
ALM vs VSXY
+190.1%
+82.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.5% | -9.0% |
| 7D | -7.1% | -0.3% | -6.8% | -6.9% |
| 30D | +24.7% | -22.1% | +46.7% | +30.4% |
| 3M | +8.3% | -1.1% | +9.4% | +7.2% |
| 6M | -22.2% | +53.8% | -76.0% | -31.3% |
| YTD | +88.1% | +35.5% | +52.6% | +68.2% |
| 1Y | +272.4% | +186.0% | +86.4% | +200.6% |
| All | +272.4% | +190.1% | +82.3% | +200.6% |
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