-22.9%
AMRZ vs VSXY
+199.4%
-222.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.1% | -4.7% |
| 7D | -2.0% | -6.8% | +4.8% | -1.4% |
| 30D | -9.8% | -20.4% | +10.5% | -7.5% |
| 3M | -17.2% | +2.9% | -20.1% | -18.2% |
| 6M | -26.9% | +67.9% | -94.9% | -35.2% |
| YTD | -21.5% | +44.9% | -66.3% | -28.6% |
| 1Y | -22.9% | +205.9% | -228.8% | -41.8% |
| All | -22.9% | +199.4% | -222.3% | -41.8% |
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 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