-1.8%
AMCR vs VSXY
+33.4%
-35.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -5.0% | -0.3% | -4.6% | -4.9% |
| 30D | -8.0% | -22.1% | +14.1% | -5.8% |
| 3M | +14.3% | -1.1% | +15.4% | +14.1% |
| 6M | +5.3% | +53.8% | -48.5% | -0.4% |
| YTD | +7.7% | +35.5% | -27.7% | +2.8% |
| 1Y | +10.8% | +186.0% | -175.2% | -2.3% |
| 3Y | +9.6% | +343.2% | -333.6% | -13.7% |
| 5Y | -10.2% | +19.0% | -29.2% | -19.4% |
| All | -1.8% | +33.4% | -35.3% | -12.5% |
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