+159.3%
AA vs UVXY
-100.0%
+259.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -1.5% |
| 7D | -0.6% | +2.3% | -2.9% | -0.2% |
| 30D | -1.6% | -15.0% | +13.5% | -4.2% |
| 3M | -29.8% | -39.8% | +10.0% | -35.0% |
| 6M | -16.6% | -60.0% | +43.4% | -26.8% |
| YTD | -4.0% | -48.8% | +44.8% | -10.2% |
| 1Y | +63.5% | -67.3% | +130.8% | +45.0% |
| 3Y | +86.8% | -94.8% | +181.6% | +55.7% |
| 5Y | +12.4% | -99.7% | +112.0% | -27.5% |
| 10Y | +132.3% | -100.0% | +232.3% | +2.3% |
| All | +159.3% | -100.0% | +259.3% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling