-99.4%
AMC vs VSXY
+37.4%
-136.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.6% |
| 7D | +2.3% | -14.0% | +16.3% | +6.3% |
| 30D | -0.7% | -15.9% | +15.2% | +3.5% |
| 3M | +35.2% | +3.4% | +31.8% | +34.3% |
| 6M | +124.6% | +25.9% | +98.7% | +103.2% |
| YTD | +69.9% | +39.5% | +30.4% | +48.3% |
| 1Y | -2.6% | +194.4% | -196.9% | -33.1% |
| 3Y | -79.8% | +281.4% | -361.2% | -89.1% |
| 5Y | -99.4% | +12.8% | -112.2% | -99.6% |
| All | -99.4% | +37.4% | -136.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling