-67.4%
AMC vs VSXY
+324.0%
-391.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.8% |
| 7D | +2.3% | -14.0% | +16.3% | +5.3% |
| 30D | -0.7% | -15.9% | +15.2% | +2.4% |
| 3M | +35.2% | +3.4% | +31.8% | +34.8% |
| 6M | +124.6% | +25.9% | +98.7% | +110.1% |
| YTD | +69.9% | +39.5% | +30.4% | +54.9% |
| 1Y | -2.6% | +194.4% | -196.9% | -25.8% |
| All | -67.4% | +324.0% | -391.4% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling