+131.0%
AMDL vs VSXY
+312.0%
-181.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.5% | +9.6% | +7.3% |
| 7D | +29.0% | -10.7% | +39.7% | +33.9% |
| 30D | +19.1% | -24.3% | +43.3% | +30.8% |
| 3M | +1.8% | +1.0% | +0.8% | -0.6% |
| 6M | +374.4% | +57.4% | +317.0% | +272.6% |
| YTD | +278.9% | +39.8% | +239.1% | +204.6% |
| 1Y | +510.6% | +196.5% | +314.1% | +251.1% |
| All | +131.0% | +312.0% | -181.0% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling