+331.1%
AMD vs VSXY
+289.1%
+42.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.3% |
| 7D | +2.6% | -14.0% | +16.6% | +4.7% |
| 30D | -0.9% | -15.9% | +15.0% | +1.2% |
| 3M | -8.7% | +3.4% | -12.1% | -9.8% |
| 6M | +136.3% | +25.9% | +110.4% | +122.5% |
| YTD | +123.0% | +39.5% | +83.5% | +105.6% |
| 1Y | +195.2% | +194.4% | +0.8% | +142.6% |
| All | +331.1% | +289.1% | +42.0% | +230.4% |
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