+24.6%
AMP vs VSXY
+61.1%
-36.6%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | +0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.3% | -18.7% | +17.4% | -1.7% |
| 3M | +24.2% | -4.0% | +28.2% | +24.1% |
| 6M | +24.6% | +67.5% | -42.9% | +21.8% |
| All | +24.6% | +61.1% | -36.6% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling