-13.5%
AMT vs VSXY
+106.2%
-119.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +1.5% | -1.7% | +3.2% | +1.5% |
| 30D | +6.8% | +20.1% | -13.3% | +6.3% |
| 3M | +11.2% | +16.6% | -5.4% | +10.7% |
| 6M | +12.5% | +134.9% | -122.5% | +8.9% |
| YTD | +12.5% | +96.0% | -83.5% | +9.3% |
| 1Y | +10.1% | +203.8% | -193.7% | +4.8% |
| 3Y | +16.0% | +465.3% | -449.3% | +1.7% |
| All | -13.5% | +106.2% | -119.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling