-20.2%
AMRZ vs VSXY
+471.7%
-491.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.7% |
| 3M | -12.1% | +16.6% | -28.7% | -13.8% |
| 6M | -19.1% | +134.9% | -154.1% | -29.9% |
| YTD | -23.3% | +96.0% | -119.3% | -31.6% |
| 1Y | -16.6% | +203.8% | -220.4% | -30.5% |
| All | -20.2% | +471.7% | -491.9% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling