-99.2%
AMC vs VSXY
+93.0%
-192.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.1% |
| 7D | +3.5% | -1.7% | +5.2% | +4.0% |
| 30D | +12.5% | +20.1% | -7.7% | +7.2% |
| 3M | +23.6% | +16.6% | +7.0% | +18.2% |
| 6M | +144.4% | +134.9% | +9.4% | +87.4% |
| YTD | +108.3% | +96.0% | +12.3% | +66.0% |
| 1Y | +38.9% | +203.8% | -164.9% | -3.7% |
| 3Y | -58.9% | +465.3% | -524.2% | -79.9% |
| 5Y | -99.2% | +106.3% | -205.5% | -99.5% |
| All | -99.2% | +93.0% | -192.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling