-20.2%
AMRZ vs VSXY
+307.8%
-328.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.0% |
| 7D | -4.7% | -10.7% | +6.1% | -3.6% |
| 30D | -11.3% | -24.3% | +13.0% | -8.6% |
| 3M | -22.1% | +1.0% | -23.1% | -22.8% |
| 6M | -29.6% | +57.4% | -86.9% | -35.9% |
| YTD | -23.3% | +39.8% | -63.1% | -29.0% |
| 1Y | -23.7% | +196.5% | -220.2% | -35.8% |
| All | -20.2% | +307.8% | -328.0% | -34.1% |
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