-26.6%
AMT vs VSXY
+37.4%
-64.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.1% |
| 7D | -0.2% | -14.0% | +13.8% | +0.1% |
| 30D | +4.6% | -15.9% | +20.5% | +5.0% |
| 3M | -8.4% | +3.4% | -11.8% | -8.6% |
| 6M | -6.0% | +25.9% | -31.9% | -7.2% |
| YTD | +2.1% | +39.5% | -37.4% | +0.3% |
| 1Y | -6.4% | +194.4% | -200.7% | -11.0% |
| 3Y | +8.1% | +281.4% | -273.4% | -2.5% |
| 5Y | -31.9% | +12.8% | -44.7% | -35.0% |
| All | -26.6% | +37.4% | -64.0% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling