+145.7%
AMDL vs VSXY
+469.3%
-323.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -4.8% | +16.6% | +13.7% |
| 7D | +103.5% | -1.6% | +105.1% | +105.1% |
| 30D | -18.3% | +17.8% | -36.1% | -22.6% |
| 3M | +20.1% | +12.5% | +7.6% | +14.3% |
| 6M | +15.9% | +124.7% | -108.8% | -20.1% |
| YTD | +303.0% | +93.2% | +209.9% | +188.3% |
| 1Y | +164.0% | +195.6% | -31.7% | +53.8% |
| All | +145.7% | +469.3% | -323.6% | -1.4% |
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 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