-25.8%
AMT vs VSXY
+37.5%
-63.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +4.4% | -18.7% | +23.0% | +4.9% |
| 3M | -5.2% | -4.0% | -1.2% | -5.2% |
| 6M | -0.8% | +67.5% | -68.3% | -2.9% |
| YTD | +3.3% | +39.7% | -36.4% | +1.5% |
| 1Y | -6.0% | +180.0% | -186.0% | -10.4% |
| 3Y | +9.6% | +337.3% | -327.7% | -2.5% |
| 5Y | -29.2% | +22.7% | -51.9% | -32.3% |
| All | -25.8% | +37.5% | -63.4% | -28.6% |
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 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