+402.2%
AMD vs VSXY
+96.5%
+305.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.7% |
| 7D | -11.0% | +11.8% | -22.9% | -13.0% |
| 30D | -30.5% | +25.9% | -56.4% | -33.7% |
| 3M | -8.2% | +15.5% | -23.8% | -11.4% |
| 6M | +6.6% | +109.7% | -103.2% | -11.2% |
| YTD | +109.7% | +99.5% | +10.2% | +74.3% |
| 1Y | +88.9% | +197.5% | -108.6% | +43.0% |
| 3Y | +301.8% | +453.3% | -151.4% | +138.8% |
| 5Y | +229.4% | +110.3% | +119.1% | +151.2% |
| All | +402.2% | +96.5% | +305.8% | +278.6% |
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