-12.5%
AMC vs VSXY
+198.1%
-210.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -3.4% |
| 7D | -6.8% | -10.7% | +3.9% | -5.3% |
| 30D | +1.7% | -24.3% | +25.9% | +5.5% |
| 3M | +26.8% | +1.0% | +25.8% | +27.6% |
| 6M | +117.7% | +57.4% | +60.3% | +105.3% |
| YTD | +57.7% | +39.8% | +17.9% | +50.4% |
| 1Y | -12.5% | +196.5% | -208.9% | -22.5% |
| All | -12.5% | +198.1% | -210.6% | -22.5% |
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 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