-16.6%
AMRZ vs VSXY
+202.3%
-218.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -2.1% | -1.7% | -0.3% | -1.9% |
| 30D | +13.0% | +20.1% | -7.1% | +10.8% |
| 3M | -12.1% | +16.6% | -28.7% | -13.7% |
| 6M | -19.1% | +134.9% | -154.1% | -30.5% |
| YTD | -23.3% | +96.0% | -119.3% | -31.9% |
| 1Y | -16.6% | +203.8% | -220.4% | -32.0% |
| All | -16.6% | +202.3% | -218.9% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling