+119.6%
AMDL vs VSXY
+497.7%
-378.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.8% | +15.1% | +14.6% |
| 7D | +18.5% | +0.8% | +17.7% | +19.1% |
| 30D | -24.2% | +24.0% | -48.2% | -29.5% |
| 3M | +11.5% | +16.7% | -5.2% | +4.9% |
| 6M | -1.0% | +138.6% | -139.6% | -33.3% |
| YTD | +260.3% | +102.8% | +157.5% | +153.5% |
| 1Y | +178.2% | +214.2% | -36.0% | +58.6% |
| All | +119.6% | +497.7% | -378.1% | -13.3% |
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