-18.5%
AMRZ vs VSXY
+481.9%
-500.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.0% |
| 7D | +1.2% | +11.8% | -10.6% | 0.0% |
| 30D | +15.1% | +25.9% | -10.9% | +12.1% |
| 3M | -18.1% | +15.5% | -33.6% | -19.7% |
| 6M | -23.5% | +109.7% | -133.2% | -32.0% |
| YTD | -21.6% | +99.5% | -121.1% | -30.3% |
| 1Y | -14.7% | +197.5% | -212.2% | -28.8% |
| All | -18.5% | +481.9% | -500.3% | -35.4% |
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