+74.2%
AA vs UVXY
-94.4%
+168.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.2% | -10.0% | -3.7% |
| 7D | -5.4% | +11.0% | -16.4% | -3.3% |
| 30D | -10.7% | -8.8% | -1.9% | -12.1% |
| 3M | -26.2% | -41.9% | +15.7% | -32.9% |
| 6M | -20.9% | -61.2% | +40.2% | -32.0% |
| YTD | -8.6% | -46.2% | +37.6% | -14.2% |
| 1Y | +57.4% | -65.2% | +122.6% | +39.2% |
| All | +74.2% | -94.4% | +168.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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