-30.9%
AMT vs VSXY
+19.3%
-50.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | +1.5% | -10.7% | +12.2% | +1.7% |
| 30D | +3.7% | -24.3% | +28.0% | +4.5% |
| 3M | -7.2% | +1.0% | -8.2% | -7.3% |
| 6M | -4.2% | +57.4% | -61.5% | -6.2% |
| YTD | +1.9% | +39.8% | -37.9% | -0.1% |
| 1Y | -6.4% | +196.5% | -202.8% | -11.5% |
| 3Y | +7.7% | +357.2% | -349.5% | -6.6% |
| 5Y | -30.9% | +18.9% | -49.8% | -33.8% |
| All | -30.9% | +19.3% | -50.2% | -33.8% |
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 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