-99.2%
AMC vs VSXY
+96.5%
-195.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +2.6% | +11.8% | -9.2% | -0.3% |
| 30D | +9.0% | +25.9% | -16.9% | +2.4% |
| 3M | +22.2% | +15.5% | +6.6% | +16.9% |
| 6M | +91.5% | +109.7% | -18.3% | +51.8% |
| YTD | +101.3% | +99.5% | +1.8% | +59.6% |
| 1Y | +20.8% | +197.5% | -176.7% | -15.7% |
| 3Y | -71.3% | +453.3% | -524.6% | -85.9% |
| 5Y | -99.2% | +110.3% | -209.5% | -99.5% |
| All | -99.2% | +96.5% | -195.7% | -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